Assume you bought two ETFs for the trading simulation. The first ETF trades at a price of $$50$ given a YTM of $5\mathrm{.}00\%$ and has a weighted average coupon of $3\mathrm{.}50\%,$ a weighted average maturity of $5\mathrm{.}5$ years and a modified duration of $4\mathrm{.}5$ years. The second ETF trades at a price of $$100$ given a YTM of $6\mathrm{.}00\%$ and has a weighted average coupon of $4\mathrm{.}50\%,$ a weighted average maturity of $10\mathrm{.}0$ years and a modified duration of $9\mathrm{.}0$ years. What number below is the portfolio's duration?

a$)6\mathrm{.}8$ years

c$)7\mathrm{.}8$ years

b$)7\mathrm{.}5$ years

d$)8\mathrm{.}5$ years