A portfolio consists of a one-year zero-coupon bond with a face value of $2,000 and a 10-year zero-coupon bond with a face value of $6,000. The current 1-year interest rate is 1.366% p.a. and 10-year interest rate is 3.059% p.a. (continuously compounded). What is the "duration" of the portfolio? O a. 7.0 Ob. 5.5 O c. 8.5 O d. 7.2 22