please help solve this question this question thank you

You are managing a portiolio of $1 milion. Yout target duration is 10 years, and you can invest in two bonds, a zero.coupon bond with maturity of five years and a perpetuity, each currently yielding 5.8%. a. What weight of each bond will you hold to immunize your portfolio? (Round your onswers to 2 decimal places.) b. How wu thene weights chonge next year if target duration is now inine years? (Round your answers to 2 decimal ploces.)