You are managing a portfolio of $2.1 million. Your target duration is 20 years, and you can choose from two bonds a zero-coupon bond with maturity 10 years and a each currently yielding 4% a. How much of each bond will you hold in your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) 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.)