A university endowment fund has $1 billion of both assets and liabilities. The average duration of its liabilities is 15 years, and the fund wants to match the duration of its assets and liabilities. It can invest its assets in two bonds: A 100- year bond with a duration of 20 years and a 30-year bond with a duration of 12 years. You can assume that all assets and liabilities have the same yield to maturity. How much of its assets (in billion dollars) should the fund invest in the 100-year bond to match the duration of its assets and liabilities? (5 points) Report numbers in the billions, rounded to 4 decimal places. e.g. if getting 1.2659 million dollars, put in 1.2659