You are managing a portfolio of $10 million. Your target duration is 27 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 (4the perpetuity will you hold in your portfolio? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Zuro-coupon bond Perpetuity bond b. How will these fractions change next year if target duration is now twenty six years? (Do not round Intermediate calculations Round your answers to 2 decimal places.) % Zero-coupon bond Perpetuilty bond