Consider a bond with the following features and a hypothetical settlement date of 10 October 2019. Annual Coupon SN Coupon Payment Frequency Semiannual Interest Payment Dates 30 December and 30 June Maturity Date 30 December 2020 Day Count Convention 30/360 Annual Yield-to-Maturity 6% What is the bond's approximate modihed duration assuming a 10 bp change in its annual yield-to- maturity? Remember to annualize your answer and round to three decimal places