Help! Please show work!! Answer is C, but I'm struggling to come up with the work!! Thank you!!

Q20 (4 pts) There are three zero-coupon bonds with different maturities: 1-year, 3-year, and 5year. All of them have a par value of $1000 and a yield to maturity of 5%. You want to create a portfolio of these zero-coupon bonds, by investing an equal amount (in terms of costs today, not face value) in each of three bonds. What is the duration of this portfolio? A. 1 year B. 2 years C. 3 years D. 4 years E. 5 years