You are managing a portfolio of $1.0 million. Your target duration is 17 years, and you can choose from two bonds: a zero-coupon bond with maturity five years and a perpetulty, each currently ylelding 4%. Required: a. How much of ( ( ) the zero-coupon bond and (I/) the perpetulty will you hold In your portfolio? (Do not round Intermedlate calculatlons. Round your answers to 2 decimal places.) b. How will these fractions change next year If target duration is now slxteen years? (Do not round Intermedlate calculatlons. Round your answers to 2 decimal places.)