Valerie Smith is attempting to construct a bond portfolio with a Macaulay duration of 9 years. She has $500,000 to invest and is considering allocating it between two zero coupon bonds. The first zero coupon bond matures in 6 years, and the second zero coupon bond matures in 16 years. Both of these bonds are currently selling for a market price of $100. Suppose that the yield curve is flat at 7.5%. Is it possible for Valerie to construct a bond portfolio having a Macaulay duration of 9 years using these two zero coupon bonds? If so, how? (Describe the actual portfolio.) If not, why not?