Question: i need help with this in 10 min please A pension fund has an average duration of its liabilities equal to 15 years. The fund

i need help with this in 10 min please

A pension fund has an average duration of its liabilities equal to 15 years. The fund is looking at 8-year maturity zero-coupon bonds and 5% yield perpetuities to immunize its interest rate risk. How much of its portfolio should it allocate to the zero-coupon bonds to immunize if there are no other assets funding the plan? 37.5% 40% 46% 55%

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