$7\mathrm{.}1\mathrm{.}6$ Under the current market conditions Bond I has a price $($per $100$ of face amount$)$ of $88\mathrm{.}35$ and a Macaulay duration of $12\mathrm{.}7,$ and Bond $2$ has a price $($per $100$ of face amount$)$ of $130\mathrm{.}49$ and Macaulay duration of $14\mathrm{.}6.$ A portfolio is created with a combination of face amount $F_1$ of Bond $1$ and face amount $F_2$ of Bond $2.$ The combined face amount of the portfolio is $F_1+F_2=100,$ and the Macaulay duration of the portfolio is $13\mathrm{.}5.$ Find the portfolio value.