As a newly promoted portfolio manager, you are given responsibility for a $100 million portfolio consisting of two assets: a zero-coupon bond with maturity of 7 years, and a perpetuity, each currently yielding 4%. The current portfolio duration is 20 years. You decide to adjust the portfolio to a target duration of 15 years by varying the proportions of the two bonds in your portfolio. You calculate that the target weight of the zero-coupon bond would be % and the target weight of the perpetuity would be %.

Please enter your answer with TWO decimal points.