Part 2.3 (12 pts) Suppose that the semi-annually compounded Treasury yield curve today looks like 6mo r2(0,T) 2% B(0,T) 0.9901 ly 18mo 2y 2.25% 2.5% 3% 0.9779 0.9634 0.9422 and you have a risk-free portfolio which pays mo 2y ly 2%-r2(0.5,1) 2 18mo 2%-r2(1,1.5) 2 100 x 100 x 1. 4pts What is the price of this portfolio? 2. 8pts What is the duration of this portfolio