Assume today is t=0. A 10-year fixed rate bond with a 5% coupon rate is selling at par (annual coupons). From $200 FV of this bond, we form a floater and an inverse floater by equally splitting its face value. The floaters coupon rate is LIBOR. At t=0, duration of the fixed rate bond is 8.11. a) What is the duration of the floater at t=0? b) What is the price of the inverse floater at=0? c) What is the duration of the inverse floater?