Please answer the three questions which follow based on the following information:

A bond portfolio consists of a 2-year zero-coupon bond with a face value of $3,000,000 and a 10-year zero-coupon bond with a face value of $5,000,000. The current yield on the portfolio is 10% per annum.

• What is the dollar duration of this portfolio? Round to the nearest thousand dollars.
• What is the duration of the portfolio, rounded one digit below decimal? Assume continuous compounding.

• What is DV01? Round to the nearest thousand dollars.