bond T F S Z P M

maturity, yrs 2 5 7 5 3 months

price 100 99.5 99

duration 1.9 4.0 5.7

yield, % 2.5 3 3.3 3.1 3.9 2

All securities above have face value 100.

The durations above are not Modified.

A portfolio consists of 10 T and 5 F. Whats the portfolios Modified Duration?

If the portfolio starts with 10 of T how many F are necessary to produce a target modified duration of 3 years?

Same question, but target duration is 0? What is the hedge ratio of F for T (how many F are needed to hedge one of T)? T for F?