You have a portfolio of 500 zero coupon bonds each with 4 years maturity, and 300 zero coupon bonds each with a 12 years maturity. Assume that 4-years spot rate is 4% and the 12 years spot rate is...

You have a portfolio of 500 zero coupon bonds each with 4  years maturity,  and 300 zero coupon bonds each with a 12 years maturity. Assume that 4-years spot rate is 4% and the 12 years spot rate is 5.5%.

a. The Duration of the 4-year bond is

b. the duration of the 12-years bond is

c. The total value of the 500 4-year zero-coupon bonds is (rounded to 2 digits accuracy)

d. The total value of the 300 12-year bonds is (rounded to 2 digits accuracy)

e. The total value of your portfolio is (rounded to two digits accuracy)

f. The duration of your bond portfolio is (rounded to two digits accuracy)