Consider an investment portfolio consisting of two zero-coupon bonds: - a 4-year zero-coupon bond with maturity value 4,000 and a yield of 4% - a 7-year zero-coupon bond with maturity value 7,000 and a yield of 7% What is the modified duration of this 2-bond portfolio? (All of the interest rates in this problem are annual effective rates.) A) 5.31 B) 5.36 C) 5.46 D) 5.56 E) 5.91