Consider a position in a 0.45-year zero-coupon bond. Cashflow mapping is performed on this bond against a standard 3-month zero-coupon bond (with bond price volatility of 0.10% per day) and a standard 6-month zero-coupon bond (with bond price volatility of 0.15% per day), which have a correlation coefficient of 0.8 between their daily returns. The allocations to the two standard bonds are about O a. (0.25, 0.75) O b. (0.85, 0.15) O c. (0.50, 0.50) O d. (0.15, 0.85)