There are two bonds in a portfolio. One is a $5-$year zero$-$coupon bond with a face value of $$5,000,$ the other is a $10-$year zero$-$coupon bond with a face value of $$10,000.$ The Macaulay Duration of the portfolio is $7\mathrm{.}89,$ the Modified Duration of the portfolio is $7\mathrm{.}3015.$ If the price of the $5-$year bond is $$3,9$

its either $9\mathrm{.}60$ or $8\mathrm{.}60$