Find the duration of a $5\mathrm{.}0\%$ coupon bond making semiannually coupon payments if it has three years until maturity and has a yield to maturity of $5\mathrm{.}0\%.$ What is the duration if the yield to maturity is $8\mathrm{.}0\%?$

Note: The face value of the bond is $$1,000.$ Do not round intermediate calculations. Round your answers to $2$ decimal places.

Answer is complete but not entirely correct.

$\backslash$table$[[,$Duration$],[5\%$ YTM$,2\mathrm{.}86x,$years$],[8\%$ YTM$,2\mathrm{.}85x,$years$]]$

$2\mathrm{.}86$ and $2\mathrm{.}85$ are incorrect answers