At a certain point in time you know that $0$R$1=1\%$ and $0$R$2=1\mathrm{.}2\%.$ Compute the duration of a portfolio of fixed income securities with equal portfolio weights in a zero coupon bond with $2$ years and $6$ months left to maturity, and in a $2\%-$coupon bond which is repaid with a $10\%$ premium and with $2$ years left to maturity. $($The face values are equal to $1000).$

a$.$ Between $2\mathrm{.}5$ and $2\mathrm{.}52$

b$.$ Between $2\mathrm{.}23$ and $2\mathrm{.}25$

c$.$ Between $2\mathrm{.}32$ and $2\mathrm{.}34$

d$.$ Between $2\mathrm{.}45$ and $2\mathrm{.}47$