You are managing a portfolio of $10 million. Your target duration is 20 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 (1) the perpetuity will you hold in your portfolio? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Zero-coupon bond Perpetuily bond b. How will these fractions change next year if target duration is now nineteen years? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Zero-coupon bond Perpetulty bond