An insurance company has an obligation of $1 million to be met after 10 years. The company wants to fund this obligation using two bonds: a zero- coupon bond with maturity 5 years and perpetuity, each currently yielding 5%. Immunize your portfolio and find how much of each bond will you hold in your portfolio? (You may use the formula: An=1 n x = to calculate (1-x)2 duration of the perpetuity)