Find the duration of a $4\mathrm{.}0\%$ coupon bond making semiannually coupon payments if it has three years until maturity and has a yield to

maturity of $6\mathrm{.}0\%.$ What is the duration if the yield to maturity is $6\mathrm{.}0\%?$ Note: The face value of the bond is $$100.($Do not round

Intermedlate colculations. Round your answers to $4$ declmal places.$)$