Question 8 1 pts Consider a bond with the following features and a hypothetical settlement date of 10 October 2019. Annual Coupon Coupon Payment Frequency Semiannual Interest Payment Dates 30 December and 30 June Maturity Date 30 December 2020 Day-Count Convention 30/360 Annual Yield-to-Maturity 6% Use the formula to solve for Macaulay Duration for the bond described in Question 7 above. Make sure that you annualize your answer. Round your answer to three decimal places. Remember, answers without the corresponding work uploaded will receive zero points. Question 8 1 pts Consider a bond with the following features and a hypothetical settlement date of 10 October 2019. Annual Coupon Coupon Payment Frequency Semiannual Interest Payment Dates 30 December and 30 June Maturity Date 30 December 2020 Day-Count Convention 30/360 Annual Yield-to-Maturity 6% Use the formula to solve for Macaulay Duration for the bond described in Question 7 above. Make sure that you annualize your answer. Round your answer to three decimal places. Remember, answers without the corresponding work uploaded will receive zero points