What is the duration of a 6 -year bond maturity (1000 dollar par) that pays based on the following schedule: Assume the market rate of return on comparable bonds is 5% and the yield curve is flat. (6 points). Assume there will be a coin flip after year 3 ; the bond is either paid off immediately, or the bond stays the same as the schedule indicates. What is the duration at time 0 ? (4 points)