An investor owns a $10-$year bond, with a $6\%$ coupon paid semi$-$annually, and a price of $$1,078.$ The effective duration assuming a $50-$basis point change in interest rates is closest to:

Question $17$ options:

$7\mathrm{.}5755.$

$8\mathrm{.}1669.$

$7\mathrm{.}3427.$

$8\mathrm{.}2154.$