Consider a $6\%$ coupon bond making annual coupon payments with three years until maturity and with a yield to maturity of $10\%.$ Assume par value to be $100.$ Also, assume that the settlement is on a coupon payment date so that $\frac{t}{T}=0.$

$9.$ Find the Macaulay duration by filling in the table below.

$\backslash$table$[[\backslash$table$[[$Time until$],[$payment$],[($years$)]],$Payment,$\backslash$table$[[$Present value at$],[10\%$