Can you please help me with the following question?

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: 6%, Initial Yield: 5%, Maturity: 10 yrs, Initial Price = 107.795 (per $100 par)

a)6.45

b)7.57

c)8.32

d)4.57