You are managing a portfolio of exist1 million. Your target duration is 10 years, and you can choose from two bonds: a zero-coupon bond with maturity of 5 years, and a perpetuity, each currently yielding 5.8%. a. What weight of each bond will you hold to immunize your portfolio? (Round your answers to 2 decimal places. Omit the "%" sign in your response.) b. How will these weights change next year if target duration is now 9 years? (Round your answers to 2 decimal places. Omit the "%" sign in your response.)