An insurance company has an obligation due in 6 years totaling $15,550. To immunize against interest rate movements, the company plans to use 7-year zero-coupon bonds and a 2-year 12% annual coupon bond with a yield to maturity of 3%. What weight should the company apply to the zero coupon bonds to immunize their portfolio against interest rate movements? Please provide an explanation or work (to the best of your ability) detailing/showing how you got to your answer. Proper equation formatting is NOT necessary - type your work whatever way is fastest (but still readable).