10.A pension fund has an average duration of its liabilities equal to 15 years. The fund is looking at 5-year maturity z

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10.A pension fund has an average duration of its liabilities
equal to 15 years. The fund is looking at 5-year maturity
zero-coupon bonds and 26-year maturity zero-coupon bonds to
immunize its interest rate risk. How much of its portfolio should
it allocate to the 5- year zero-coupon bonds and 26-year maturity
zero-coupon bonds to immunize if there are no other assets funding
the plan?
A.52% B. 48% C. 33% D.25%