Investment Corporation in Oman is planning to build a new factory in Muscat. The cost of the new factory will be paid over the next five years on five annual payments. The average Macaulay duration (MD) for this five-year payment, liability is 4.7. The investment corporation has decided to immunize the payments by currently investing in zero-coupon bonds with 2 years and 6 years of maturities. What percent should the corporation allocate to 2 years zero-coupon bond? Select one: O a. All the given answers in this question are wrong Ob. 32.50 per cent of the portfolio will be 6 year zero-coupon bond Oc. 67.50 per cent of the portfolio will be 2 year zero-coupon bond O d. 40.50 per cent of the portfolio will be 2 year zero-coupon bond Oe. 32.50 per cent of the portfolio will be 2 year zero-coupon bond