You borrow money and invest in two fixed income securities$.$ The first one is a $7\mathrm{.}5\%$ coupon, $5-$year annual bond and the second one is a $10\%$ coupon, $3-$year semi$-$annual bond. Both have $1\%$ ytm$.$ To finance these, you

promised to make three payments, in years $1,4$ and $7,$ with equal present values. You are expecting all yields to change and want to hedge. What percentage of your total assets should be allocated to the first asset? To

get full credit, please provide your answer as a percentage with two decimal places. For example, write $85\mathrm{.}45$ for $0\mathrm{.}8545.$