QUESTION 2 Problem 11.2 A pension plan is obligated to make disbursements of $2.6 million, $3.6 million, and $2.6 million at the end of each of the next three years, respectively. The annual interest rate is 7%. If the only two assets funding the plan are one-year zero-coupon bonds and perpetuities and the plan wants to fully fund and immunize its position, how much of its portfolio should it allocate to one year zero-coupon bonds. (Do not round intermediate calculations. Enter your answer in percentage points. Round your answers to 2 decimal places.)