You are managing a portfolio of $$1$ million. Your target duration is $10$ years, and you can choose from two bonds: a zero$-$coupon bond with maturity five years and a perpetuity, each currently yielding $5\%.$

Required:

a$.$ How much of $($i$)$ the zero$-$coupon bond and $($i$)$ the perpetuity will you hold in your portfolio?

Note: Do not round intermediate calculations. Round your answers to $2$ decimal places.

$\backslash$table$[[$Zero$-$coupon bond,$\%$