Use the table for the question(s) below. Consider the following risk-free bonds with face value of $100: Bond A B C Term to Coupon Maturity Frequency 4 years 5 years 10 years semi-annual semi-annual annual Coupon Rate (annualized percentage rate) 4.00% 3.00% 6.00% Yield to Maturity (annualized, simple interest rate) 3.00% 4.00% 5.00% What is the Macaulay duration of a portfolio that consists of a long position of $4000 in Bond A, a long position of $3000 in Bond B, and a short position of $2000 in Bond C? Compounding Frequency semi-annual semi-annual annual