You live in a world that has only two assets from which to choose to immunize a portfolio. They are: i. one-year zero STRIP zero coupon bonds, and; ii. investment grade bonds with a duration of 9.0 years. If you have a liability portfolio with duration = 5.125 years has a present value of $3 million, what percentage of your portfolio will be invested in the zero coupon bonds? You manage an Asset portfolio with a Duration of 5.125 years. Your portfolio earns a yield to maturity of 8.50%. If interest rates decrease by 1.0%, what would you expect to be the percentage change in the price