four decial places please

A 5-year 5% annual coupon bond yields 4%. Compute the Macaulay duration of the bond. Do this by filling in the following table. The percentage sensitivity of the bond price to a small change in yield, or the Modified Duration is equal to: ModD = D/1 + y = = If the yield to maturity decreases by Delta y = 35 bp = 0.35% then according to the mod duration approximation, the price of the bond will change to: New P = $