An insurance company sells a guaranteed investment contract for $1,000 that matures in 5 years and has a guaranteed annual interest rate of 10%. For the next three years, the manager decides to fund this obligation using a 3-year zero-coupon bond and a perpetuity paying annual coupons. To construct an immunized portfolio, she should assign weights ____________ and ___________ to the three year zero coupon bond and the perpetuity, respectively. Assume the one-year spot rate is currently 8%.