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You are managing a portrolio of $10 milion Your target duration is 19 yeats, and you can choose from two bonds a zero-coupon bond with martity five years and a perpetuty, each currently yieling 2% Required: a. How much of (l) the zero-coupon bond and (ui) the perpetuly will you hold in your portfolio? (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. How wil these fractions change nexd yedrif target duration is now eighteen years? (Do not round intermediate calculations. Round yout answers to 2 decimal places.)