You are managing a portfolio of $$1\mathrm{.}0$ million. Your target duration is $26$ years, and you can choose from two bonds: a zero$-$coupon bond with maturity five years and a perpetuity, each currently yielding $2\%.$

Required:

a$.$ How much of $(i)$ the zero$-$coupon bond and $($ii$)$ the perpetuity will you hold in your portfolio? $($Do not round intermediate calculations. Round your answers to $2$ decimal places.$)$

$\backslash$table$[[$Zero$-$coupon bond,$54\mathrm{.}35,\%$

Give me the correct answer pls