A Treasury bond that settles on October $18,2022,$ matures on March $30,2041.$ The coupon rate is $6\mathrm{.}10$ percent, and the bond has a

yield to maturity of $5\mathrm{.}57$ 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.

Answer is complete but not entirely correct.