Petyr Baelish would like to purchase the two following bonds to build a portfolio of financial derivatives. In order to do risk assessment, he must report the duration of these assets, combined. What is the Macaulay duration of this portfolio, assuming the following term structure? 

rt = 0.06 +0.02t, for t = 1, 2, ..., 10 

(i) A 5-year par-valued bond with a par value of 100, effective yearly coupon rate of 6%. 

(ii) A 3-year par-valued bond with a par value of 200, effective yearly coupon rate of 10%