a. What is the duration of a two-year bond that pays an annual coupon of 10.8 percent and has a current yield to maturity of 13.3 percent? Use $1,000 as the face value. (Do not round intermediate calculations. Round your answer to 4 decimal places. (e.g. 32.1616) b. What is the duration of a two-year zero-coupon bond that is yielding 11.5 percent? Use $1,000 as the face value a. Duration years b. Duration years