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You manage a pension fund that has a target duration of 10 years, you must immunize...

You manage a pension fund that has a target duration of 10 years, you must immunize your portfolio using two bonds. The first bond is a 6-year zero-coupon bond and the second bond is a perpetuity. Both securities have a 10% yield to maturity. What percentage of your assets will you invest in the zero-coupon bond?

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