Suppose you have a two$-$security portfolio containing bonds A and B$.$ The book value of bond A is $$20$ and the market value is $$35.$ The book value of bond B is $$40$ and the market value is $$50.$ The duration of bond A is $4\mathrm{.}7$ and the duration of bond B is $5\mathrm{.}9.$ Which of the following amounts is closest to the duration of the portfolio?

Question $3$ options:

A$)$

$5\mathrm{.}4$

B$)$

$5\mathrm{.}3$

C$)$

$5\mathrm{.}6$

D$)$

$5\mathrm{.}5$