Find the duration of a $9\mathrm{.}4\%$ coupon bond making semiannually coupon payments if it has three years until maturity and has a yield to maturity of $9\mathrm{.}4\%.$ What is the duration if the yield to maturity is $12\mathrm{.}0\%?$

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

$\backslash$table$[[,$Duration$],[9\mathrm{.}4\%$ YTM$,,$years$],[12\%$ YTM$,,$years$]]$