A yield curve says that a one-year Treasury zero-coupon bond has a yield to maturity of 1%, a two-year Treasury zero-coupon bond has a yield to maturity of 2%, and a five-year Treasury zero-coupon bond has a yield to maturity of 5%. All the bonds have a face value of 1,000. What is the duration of a bond portfolio that includes one two-year Treasury zero-coupon bond and one five-year Treasury zero-coupon bond?