Sowed Save & Exit SL sabled: Test #2 (Section E) Help A pension fund has an average duration of its liabilities equal to 17 years. The fund is looking at 4-year maturity zero-coupon bonds and 4% 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? Multiple Choice O 40.9136 2600M 23.53% 59,09% Sowed Save & Exit SL sabled: Test #2 (Section E) Help A pension fund has an average duration of its liabilities equal to 17 years. The fund is looking at 4-year maturity zero-coupon bonds and 4% 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? Multiple Choice O 40.9136 2600M 23.53% 59,09%