Today is 1 July 2020. Siobhn has a portfolio which consists of two different types of financial instruments (henceforth referred to as instrument A and instrument B). Siobhn purchased all instruments on 1 July 2011 to create this portfolio and this portfolio is composed of 36 units of instrument A and 30 units of instrument B. Instrument A is a zero-coupon bond with a face value of 100. This bond matures at par. The maturity date is 1 January 2030. Instrument B is a Treasury bond with a coupon rate of j2 = 2.35% p.a. and face value of 100. This bond matures at par. The maturity date is 1 January 2023. Calculate the current duration of Siobhn's portfolio using a yield to maturity of j2 = 2.55% p.a. Express your answer in terms of years and round your answer to two decimal places. a. 7.39 O b. 5.75 O c. 6.87 O d. 5.88