Portfolio A consists of a $6-$year zero$-$coupon bond with a face value of $$6,000$ and a $11-$year zero$-$coupon bond with a face value of $$6,000.$ The current yield on all bonds is $10\mathrm{.}75\%$ per annum. $($Answer with two decimal digits accuracy$)$

The duration of portfolio $A$ is

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