Your portfolio manager has recently turned over a portfolio of $5 million to you for management. The PM has identified a target duration of 10 years and you can choose from two bonds: a zero coupon bond with a maturity of five years and a perpetuity, each yielding 7.407%. You will invest Select) % in the zero coupon bond and select 1 perpetuity to immunize the portfolio. At the end of the first year, holdings in the zero will be select %, assuming no change in market yields. % in the