An insurance company has accepted a million dollars in return for an obligation to pay as a single lump sum the one million dollars plus interest at 9% in exactly 10 years. The insurance company has two assets to invest in: 1. a 30-year mortgage with level annual payments of principal and interest at a yield rate of 9% 2. a 30-year bond with 9% annual coupons and a 9% yield rate maturing at par Assuming a 9% interest rate environment, how much should the insurance company invest in each asset so that the modified duration of the two-asset portfolio matches the modified duration of the single lump sum liability