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A two-year, $1,000 (i.e., face value) bond that pays a semi-annual coupon of 10 percent and trades at a yield of 8 percent. Calculate Macaulay duration, and Modified duration. [Tip: try to draw a timeline with cash flow information.] Macaulay D=1.9320;MD=1.7928 Macaulay D = 1.8645;MD=1.7264 Macaulay D = 1.9320; MD = 1.8577 Macaulay D=1.8645;MD=1.7928 Macaulay D=1.8645;MD=1.8577