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A 7.500% semiannual coupon payment bond settles on a coupon date. The tenor is 10 years. The bond's yield to maturity is 9.400%. What is

A 7.500% semiannual coupon payment bond settles on a coupon date. The tenor is 10 years. The bond's yield to maturity is 9.400%. What is the bonds approximate modified duration (AMD)? Use yield changes of +/- 40 bps around the yield to maturity for your calculations.

A.
5.881

B.
6.101

C.
6.444

D.
6.684

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