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%. 0.25, 0.75 0.75; 0.25 0.61; 0.39 0.39; 0.61 0.5; 0.5 0.81; 0.19 0.19; 0.18