The following balance sheet information is available for a financial institution: Amount Duration ($'million) (years) T-Bills 200 0.50 T-Notes 500 0.90 T-Bonds 300 Loans 2,500 7.00 Deposits 2,000 1.00 Federal Funds 1,000 0.01 Equity 500 Treasury bonds are 2-year maturities paying 6% semiannually and selling at par. What is the duration of the T-Bonds? O 1.91 years O 1.71 years O 3.42 years O 3.82 years What is the duration of the asset portfolio? O 5.48 3 years O 5.30 years 5.32 years O 5.45 years Treasury bonds are 2-year maturities paying 6% semiannually and selling at par. What is the duration of the liability portfolio? 2.01 years O 0.67 years O 0.51 years 01.01 years