My pension plan will pay me $10,000 once a year for a 10-year period.The first payment come in at the end of 6th year from now. The pension fund wants to immunize its position using duration-matching strategy.If the pension plan uses 5-year zero-coupon bond and 20-year zero coupon bond to construct the immunization position,what is the weight on the5-year zero-coupon bond?Suppose the interest rate is 10%.