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 3 years, and a perpetuity, each currently yielding 10%. How much (market value) of perpetuity will you hold in your portfolio? O 0.125 million O 0.500 million O 0.875 million 0.6875 million