A $$1,000$ par, zero coupon bond matures in $6$ years. The bond has a yield to maturity of $4\mathrm{.}5\%.$ What is its Macaulay duration?

Group of answer choices

$4\mathrm{.}8$ years

$3\mathrm{.}6$ years

$6\mathrm{.}0$ years

$5\mathrm{.}7$ years