Please help me with question 17. Thank you

7. You want to create a portfolio worth of $10,000 using two bonds A and B which are selling for $1.2 and $0.96, respectively. The duration of A and B is 2 and 3, respectively. Find the number of bonds of types A and B so that the duration of the portfolio is equal to 0.5. 18. Show that the duration of a 10-year annual coupon bond decreases as the yield increases. 19. Consider two annual bonds A and B, with face values $1000 and $5000, respectively. The Coupon rate of A is 10% and that of Bis 5%. Both bonds mature in 3 vears. Set up a