ABC Bank Has $39 Million Invested in T-Bonds with a 16-Year

ABC Bank has $39 million invested in T-Bonds with a 16-year duration, $39 million in 6 month maturity T-Bills, and $75 million invested in consumer loans with a 3 year duration. If they are all portfolios of this bank, what is the duration of the bank's asset portfolio in years?

A) 5.95 years
B) 6.50 years
C) 7.23 years
D) 8.78 years
E) 9.51 years
Refer to the information below for questions 15-17:
As a portfolio manager of Asian Investments and Co., you like to evaluate the Value-at-Risk of your currency holding of Taiwanese and Japanese assets. Use the historical data in the past 20 years, you obtain the following information regarding the exchange rate between USD ($) with Taiwanese Dollar (TWD) and Japanese Yen (JPY) :
where DEAR is daily earnings-at-risk, standard deviation is the volatility calculated by the historical data, adverse move is the t-value of the lower bound of the distribution of asset value.