The following bonds and liabilities are given: Bond A: A zero-coupon bond with a face value of $100 and a time to maturity of 3 years. Bond B: A zero-coupon bond with a face value of $100 and a time to maturity of 11 years. Liability X: A one-time liability maturing in 4 years with the present value of $100. Liability Y: A one-time liability maturing in 8 years with the present value of $100. Suppose you have both liabilities X and Y and want to immunize your liabilities using bonds A and B. What would be the weights of two bonds in your immunizing bond portfolio? Please round your calculation to the nearest 2nd decimal.

Select one: A. 62% in Bond A and 38% in bond B

B. 38% in Bond A and 62% in bond B

C. 50% in Bond A and 50% in bond B

D. 66% in Bond A and 34% in bond B

E. 34% in Bond A and 66% in bond B