A Treasury bond that settles on October $18,2019,$ matures on March $30,2038.$ The coupon rate is $6\mathrm{.}00$ percent, and the bond has a yield to maturity of $5\mathrm{.}43$ 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.$)$