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Consider a portfolio which consists of long positions of one unit in two zero-coupon bonds. The first bond has a principal of 100, maturity

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Consider a portfolio which consists of long positions of one unit in two zero-coupon bonds. The first bond has a principal of 100, maturity of 17 years, and a yield of 3%. The second bond has a principal of 100, maturity of 29 years, and a yield of 4%. What is the duration of the bond portfolio? Use two decimal places for your answer.

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