Consider a portfolio of bonds with the following characteristics: Bond A Term: 5 years Coupon rate: 5%; coupons are paid twice a year (i.e. semi-annual compounding). Face value: $1,000 The current market price is $960. Bond B Term: 5 years Coupon rate: 4%; coupons are paid twice a year (i.e. semi-annual compounding). Face value: $1,000 The current market price is $950. A portfolio of bonds investing 40% in bond A and 60% in bond B. Assume arbitrage-free conditions. What is the bond portfolio’s YTM? Please express your answer in decimal form, keep 4 decimal places. E.g. if your answer is 4.38656 %, write down 0.0439.