You are managing a portfolio of $1.0 million. Your target duration is 28 years, and you can choose from two bonds: a zero-coupon bond with maturity five years, and a perpetuity, each currently yielding 2%. a. How much of ( the zero-coupon bond and (i) the perpetuity will you hold in your portfolio? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Zero-coupon bond Perpetuity bond % b. How will these fractions change next year if target duration is now twenty seven years? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Zero-coupon bond Perpetuity bond