A portfolio consists of the following two investments:

a bond with face value of $$100\mathrm{.}00$ paying annual coupons of $9\%$ maturing in $5$ years

an annuity with payments of $$45\mathrm{.}00$ at the end of each year for $5$ years

The portfolio is comprised of $55\%$ bonds and $45\%$ annuities.

The term structure is flat and the current yield is $9\%$ pa effective.

Calculate the duration $($D$)$ of the portfolio. Give your answer to $2$ decimal places.

$D=$ years