You can buy or sell risk$-$free bonds at the following prices for the face value of $$100$ on $15$ October $2018$: Bond A Maturity Date is $15$ October $2022,$ Coupon Rate is $0\%,$ Yield to Maturity is $3\mathrm{.}78\%,$ Price is unknown, Duration is $4$; Bond B Maturity Date is $15$ October $2019,$ Coupon Rate is $10\%,$ Yield to Maturity is unknown, Price is $100$:$00,$ Duration is unknown; Bond C Maturity Date is unknown, Coupon Rate is unknown, Yield to Maturity is unknown, Price is $100$:$00,$ Duration is $1$; Bond D Maturity Date is $15$ October $2038,$ Coupon Rate is $0\%,$ Yield to Maturity is unknown, Price is $47$:$08,$ Duration is unknown. The coupon rate is an annualized percentage rate and coupons are paid semi$-$annually. Yield to maturity is an annualized simple interest rate compounded semi$-$annually. A price of xxx:yy is $($xxx$+$yy$/32)\%$ of face value. You put together the following portfolio today: Sells short bond A a total face value of $$1920000,$ Invest $$1000000$ in bond C$,$ buys bond D a total face value of $$800000.$ Fill in all of the unknown information above that they are not computable. $($Note: The Duration refers to the Macaulay duration$)$