A Treasury bond that settles on October $18,2019,$ matures on March $30,$

The coupon rate is $5\mathrm{.}40$ percent, and the bond has a yield to maturity

of $4\mathrm{.}59$ percent. What are the Macaulay duration and modified duration?

$($Use the duration functions in Excel to solve the problem. Do not round

intermediate calculations. Round your answers to $4$ decimal places.$)$