of 11. To create a portfolio with a duration of 4 years using a 5-year zero-coupon bond and a 3-year 8% annual coupon bond with a yield to maturity of 10% and duration of 2.78 years, one would have to invest the portfolio value in the zero-coupon bond. (8 points) A. 60% B. 75% C. 55% D. 50%