Suppose you purchased $10,000,000 par amount of a 5% coupon bond with modified duration equal to 9.Using this bond, you make a floating rate bond with a par amount of $7,000,000, and an inverse floating rate bond with a par amount of $3,000,000.Suppose that the floating rate bond's coupon perfectly reflects the reference rate, and that the margin is always exactly what investors require.What does the modified duration of the inverse floater have to be?