a. What is the duration of a two-year bond that pays an annual coupon of 10 percent and has a current yield to maturity of 12 percent? Use $1,000 as the face value. (Do not round intermediate calculations. Round your answer to 4 decimal places. (e.9., 32,1616)) b. What is the duration of a two year zero-coupon bond that is yielding 115 percent? Use $1,000 as the face value a Duration b Duration years years