The current interest rate is 10% and you would like to immunize a 5-year liability with present value $1,000 by buying a portfolio consisting of a 2-year zero-coupon bond and a perpetuity. Determine the portfolio weight on the 2-year zero-coupon bond to correctly immunize the portfolio. Also, determine the weight on the 2-year zero-coupon bond a year from today assuming that interest rates remain at 10%. Select one: O a. The weight today is 66.66% and the weight a year from now remains unchanged since interest rates remain constant. O b. The weight today is 61.22% and the weight a year from now remains unchanged since interest rates remain constant. c. The weight today is 66.66% and the weight a year from now is 70%. d. The weight today is 61.22% and the weight a year from now is 70%. e. It is not possible to immunize the liability with the zero coupon bond and the perpetuity