QUESTION 29 Peter has a fixed income portfolio that consists of Bond A, Bond B, and Bond C. The bonds have durations of 4,6 and 10, respectively. If Peter has 50% invested in Bond A and 25% invested in each of the other two bonds, what is the duration for the portfolio? Assume that the correlation between the bonds is 0.5. a. 5.5. b.6.0. O c. 6.7. O d. 7.2. QUESTION 30 Gordon bought a 10-year bond, with a 6% coupon paid semi-annually. He paid $1,078 for the bond. What is the effective duration assuming a 50-basis point change in interest rates? O a. 7.3427. b. 7.5755. O c. 8.1669. d. 8.2154