Let us say that the yield on 1-year maturity bonds is 8%, 2-year maturity bonds is 9%, 3-year maturity bonds is 10%, 4-year maturity bonds is 11%, 5-year maturity bonds is 12%, and 6-year maturity bonds is 13%. Assume also that the discounted changes in longer- maturity discount bond yields are just proportional to the change in the 1-year discount bond yield. What will be the duration of of a bond which has a face value of 1000, a yearly coupon rate of 8%, and a maturity of 6 years. A 4.322 years B 4.532 years 4.993 years D 4.814 years E 5.212 years