Please help me with this question. Please indicate the equation you used, thanks!

Question 46 3 out of 3 points A bond has a Macaulay duration of 4.0, a yield to maturity of 4.5%, a coupon rate of 5.0%, and semiannual interest payments. What is the bond's modified duration? creen Shot -10.98.46 PM C1j1* .mp4 Selected Answer: 3.91 years Answers: 4.46 years 4.41 years 4.89 years 4.39 years 3.91 years Q Question 47 O out of 3 points