The term structure of interest rates is flat at 5%. You want to immunize a liability of $1,000 maturing in 5 years. To do so you may invest in a combination of the following -Bond A: 10-year zero coupon bond, FV=100 -Bond B: 3-year 10\% coupon bond, FV=100 What are your portfolio weights on Bond A and B ond B ? a. 31% in Bond A;69% in Bond B b. 69% in Bond A;31% in BondB c. 40% in Bond A;60% in Bond B d. 35% in Bond A;65% in Bond B