The insurance firm has two objectives. It wants to earn at least 11% per year, and it wishes to immunize its liabilities. It has the following investment opportunities available: Common Stocks Stock A, Dividend 5.0%, Duration 3 years. Stock B, Dividend 14.3%, Duration 7 years. Coupon Bonds 30-YR, Yield 11.0%, Duration 20 years. Zero-Coupon Bonds 3-YR, Yield 1.5%. 5-YR, Yield 2.0%. 7-YR, Yield 2.0%. 10-YR, Yield 2.0%. 20-YR, Yield 3.0%. To match the duration of its liabilities with its investments, the insurance company decides to purchase the 30-year coupon bond and stock B. What are the weights of the portfolio that satisfy the insurance company's requirements? Weight in the 30-year coupon bond: % Weight in stock B: % Expected return: % Give all three answers as percentages with one decimal. E.g., if you find a weight of 0.2351 or 23.51%, fill in 23.5 - you will lose points if you offer a different format