A Treasury bond that settles on October $18,2022,$ matures on March $30,2041.$ 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?

Note: Use the duration functions in Excel to solve the problem. Do not round intermediate calculations. Round your answers to $4$ decimal places.