you are managing a portfolio of $1.0 million. your target duration is 16 years, and you can choose from two bonds: a zero-coupon bond with maturity five years and a perpetuity, each currently yielding 5%. required: a. how much of (i) the zero-coupon bond and (ii) the perpetuity will you hold in your portfolio? (do not round intermediate calculations. round your answers to 2 decimal places.) b. how will these fractions change next year if target duration is now fifteen years? (do not round intermediate calculations. round your answers to 2 decimal places.)