Please Help with this problem. Need to calculate x.

Macaulay duration is equal to 10. The zero-coupon interest rates follow: Rate1 = 0.5%, Rate2 = 1%, Rate50 = 4%,and Rate99 and Rate100 = 5%.

Assets Cash Loans Mortgages Securities Total Vi Dj Liabilities 5 0.0 Deposits 40 1.5 CDs 40 6.0 Debt 15 3.8 Equity capital 100 Total Vi Dj 40 3.2 20 0.8 30 1.7 10 100 1 2 50 99 100 tk CF(tk) U 1000 + x Assets Cash Loans Mortgages Securities Total Vi Dj Liabilities 5 0.0 Deposits 40 1.5 CDs 40 6.0 Debt 15 3.8 Equity capital 100 Total Vi Dj 40 3.2 20 0.8 30 1.7 10 100 1 2 50 99 100 tk CF(tk) U 1000 + x