Question 18 1 pts A pension fund has an average duration of its liabilities equal to 15 years. The fund is considering 5-year maturity zero-coupon bonds and 5 percent yield perpetuities to immunize its interest rate risk. Assuming there are no other assets funding the plan, what proportion of the portfolio should be allocated to the zero-coupon bonds to immunize the entire portfolio? O 37.596 31.3% 0 50.0% O 62.596 O 25.0% i pts Question 19 torio is sharing your screen Stop sharing