You are managing a portfolio of $1 million. Your target duration is 10 years, and you can invest in two bonds, a zero-coupon bond with maturity of five years and a perpetuity, each currently yielding 5%. a. What weight of each bond will you hold to immunize your portfolio? (Round your answers to 2 decimal places.) Answer is complete and correct. Zero-coupon bond Perpetuity bond 68.75% 31.25 % b. How will these weights change next year if target duration is now nine years? (Round your answers to 2 decimal places.) > Answer is not complete. Zero-coupon bond Perpetuity bond % %