Consider a bond portfolio with the following two bonds under an annual effective interest rate of 3%: 3-year zero-coupon bond with face value of $1,000 3-year coupon bond with face value of $1,000 and annual coupons paid at the end of each year, currently priced at par Calculate the Macaulay duration of the bond portfolio. 2.83 3.00 O 2.91 02.02 03.12