Consider an interest rate environment in which the one-period annual yield is 10% and the two-period annual yield is 9.7824%, and suppose we have two riskless bonds (each with a 2-year maturity) that are identical in all respects except that one is a zerocoupon bond that matures 2 years from now and promises a balloon payment of $1109.60, where the other is a bond that will pay a coupon of $100 1 year from now and another coupon of $100 plus a balloon payment of $900 2 years from now. Compute the durations of these two bonds.