Dr. Kim can buy or sell Treasury notes at the following prices for the face value of $100 on 15 October 2018. Bond Maturity Date Coupon Rate Yield to Maturity Quote Duration A 15 Oct 2023 0% 4% ? 5 B 15 Oct 2021 8% ? 100.00 ? unknown unknown unknown 100.00 0 D 15 Oct 2028 0% ? 67.08 ? Coupon rate is an annualized percentage rate and coupons are paid semi-annually. Yield to maturity is an annualized simple interest rate compounded semi-annually. Dr. Kim puts together the following portfolio today: - Invests $1,000,000 in bond C. - Buys bond D, a total face value of $600,000. (a) Fill in all of the blanks (?) in the table or note that they are not computable. (Hint: You can figure out from the table if "Duration" on the last column of the table refers to Macaulay duration or modified duration. For bond A Quote, please keep it to the nearest two decimals.) (b) Compute the Macaulay duration and modified duration of Dr. Kim's assets (portfolio of bonds that Dr.Kim buys). Dr. Kim can buy or sell Treasury notes at the following prices for the face value of $100 on 15 October 2018. Bond Maturity Date Coupon Rate Yield to Maturity Quote Duration A 15 Oct 2023 0% 4% ? 5 B 15 Oct 2021 8% ? 100.00 ? unknown unknown unknown 100.00 0 D 15 Oct 2028 0% ? 67.08 ? Coupon rate is an annualized percentage rate and coupons are paid semi-annually. Yield to maturity is an annualized simple interest rate compounded semi-annually. Dr. Kim puts together the following portfolio today: - Invests $1,000,000 in bond C. - Buys bond D, a total face value of $600,000. (a) Fill in all of the blanks (?) in the table or note that they are not computable. (Hint: You can figure out from the table if "Duration" on the last column of the table refers to Macaulay duration or modified duration. For bond A Quote, please keep it to the nearest two decimals.) (b) Compute the Macaulay duration and modified duration of Dr. Kim's assets (portfolio of bonds that Dr.Kim buys)