An insurance company is analyzing the following three bonds, each with five years to maturity, annual coupon payments, and duration as the measure of interest rate risk. What is the duration of each of the three bonds? (Do not round intermediate calculations. Round your answers to 2 decimal places. (e.g., 32.16))

a. $10,000 par value, coupon rate = 10.0%, rb = 0.2

b. $10,000 par value, coupon rate = 12.0%, rb = 0.2

c. $10,000 par value, coupon rate = 14.0%, rb = 0.2

Please be correct. i already used 2 posts and the answers were incorrect. Thank you in advance!