Suppose that you are considering investing in a three$-$year corporate bond $($par value of $$1,000)$ currently trading at $$979\mathrm{.}48$ with a $4\%$ annual coupon rate $($paid annually$)$ and yieldto$-$maturity of $4\mathrm{.}75\%.$ Approximately, what is the modified duration and convexify of this bond, respectively?

$1\mathrm{.}88$;$55\mathrm{.}2$

$2\mathrm{.}75$;$11\mathrm{.}7$

$2\mathrm{.}75$;$10\mathrm{.}4$

$2\mathrm{.}88$;$13\mathrm{.}5$

None of the above are correct.