.] Using the yield curve in Table 3.6, compute the dollar duration for the following securities: [Hint: You may need to calculate the current price and dollar duration (= P DP) for each bond. Portfolio dollar duration is D_W^$=_(i=1)^nN_i D_i^$ , where N_i is the number of units of security i, D_i^$ is the dollar duration of security i.] (b) short a 7-year zero coupon bond (f) short a 1 1/4-year floating rate bond with 50 basis point spread, paid semiannually. Assume that the coupon applying to the next reset date has been set at r2(0.25, 0.25) = 6.4%. only handwritten calculation answer.