Find the duration of a $6\mathrm{.}6\%$ 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 $9\mathrm{.}0\%?$ Note: The face value of the bond is $$100.($Do not round

intermediate calculations. Round your answers to $4$ decimal places.$)$

Answer is complete but not entirely correct.