Question 10 (3 points) A pension plan is obligated to make disbursements of S3 million in 3 years. How much of its portfolio should it allocate to 2-year zero-coupon bonds and how much should it allocate to a perpetuity with a 10% YTM if the plan wants to fully fund and immunize its position? Wz=80% and Wp=20% Wz= 88.88% and Wp=11.11% Onone of the answers is correct Wz=12% and Wp=80% Wz=11.11% and Wp=88.88%