You want to invest in bonds and want to make sure that you are protected against changes in interest rates. You have the following information Bond Z 5.110006% 29 3.319409% 3.319409% Suppose you have a holding of 10 years. All coupon rates and yields are annualized rates, and the coupons are paid semi-annually. Coupon Years to Bond Y 4.159310% maturity YTM 4 Use Macaulay duration to determine Bond Z's weight needed to hedge against changes in interest rates. (Round to 4 decimals, answer as a decimal for example 0.50 not 50%)