A Treasury bond that settles on October $18,2022,$ matures on March $30,2041.$ The coupon rate is $6\mathrm{.}20$ percent, and the bond has a yield to maturity of $5\mathrm{.}71$ percent. What are the Macaulay duration and modified duration? Note: Use the duration functions in Excel to solve the problem. Do not round intermediate calculations. Round your answers to $4$ decimal places.