please make final answers clear

A two-year, $1,000 (i.e., face value) bond that pays an annual coupon of 10 percent and trades at a yield of 8 percent. Calculate Macaulay duration. [Tip: try to draw a timeline with cash flow information.] 1.8545 1.9106 0.5234 1.7690 2.0 Assume the same information as in the previous question. A two-year, $1,000 (i.e., face value) bond that pays an annual coupon of 10 percent and trades at a yield of 8 percent. Calculate Modified Duration, and Dollar Duration. 1.6380 years; $1,696.37 1.8519 years :$1,917.89 1.769 years ;$1,832.08 1.8889 years; $1,956.25 1.769 years: $1,769.00