Can you please help me solve this problem?

Given the following information, use the approximation method to calculate the duration of the semiannual, option-free bond. (Use yield changes of 10 basis points to calculate P+ and P-, and carry price calculations to 3 digits.)

Coupon: 8%, Initial Yield: 6%, Maturity: 10 yrs, Initial Price = 114.877 (per $100 par)

a)5.34

b)4.76

c)8.92

d)7.08