Part III III(1) Draw the graphs of Macaulay duration and volatility, depending on the time SEO, T of a zero coupon-bond with maturity T = 5 years, if the yield rate is 20%. [8 points) III(2) Suppose you have a portfolio combination with two zero-coupon bonds, one is of maturity in 5 years, another one in 10 years, both are of face values with 100 dollar. Draw the graph of Macaulay duration of this portfolio, depending on the time s E 0,10 (10 points)