You are the manager of a portfolio consisting of three bonds in equal par amounts of $1,000,000 each. The first table below shows the market value of the bonds and their durations. (The price includes accrued interest.) The second table contains the market value of the bonds and their durations one year later. \begin{tabular}{lcccc} \hline & \multicolumn{4}{c}{ Initial Values } \\ \cline { 2 - 5 } Security & Price & Market Value & Duration & Dollar Duration \\ \hline Bond #1 & $106.110 & $1,060,531 & 5.909 & ? \\ Bond #2 & 98.200 & 981,686 & 3.691 & ? \\ Bond #3 & 109.140 & 1,090,797 & 5.843 & ? \\ \hline & & Portfolio dollar duration = & ? \\ \hline \end{tabular} As manager, you would like to maintain the portfolio's dollar duration at the initial level by rebalancing the portfolio. You choose to rebalance using the existing security proportions of onethird each. Calculate: A. the dollar durations of each of the bonds. B. the rebalancing ratio necessary for the rebalancing. C. the cash required for the rebalancing