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Question 3 (7 points total): Portfolio A consists of a two-year zero-coupon bond with a face value of $5.000 and a 5-year zero-coupon bond with a face value of $10,000. Portfolio B consists of a 3-year zero-conpon bond with a face value of $7.000. If one holds portfolio A and B at the same time, what is the duration of her portfolio? Assume the continuously compounded annual risk-free rate of 5%