Consider the following bond portfolio: < Bond Value Maturity Coupon Yield A $300 million 3 years. 0% 10% B 300 4 6 10+ 400 8 0 10+ a) What is the bond portfolio's duration? b) Calculate the capital loss on this portfolio if the yield increases from 10 to 12 percent. < c) Suppose the portfolio is to be immunized over an investment horizon of approximately 5.19 years. Determine the market value of the immunized portfolio at the end of 5.19 years.