There is a 1-yr bond that pays semiannual coupon of 86% p.a. Current market yield of this bond is 20% p.a. With continuous compounding/discounting, what is the Macaulay duration of this bond? (1) 0.80; (2) 0.825; (3) 0.85; (4) 0.875; (5) 0.90; (6) 0.925; (7) 0.95; (8) 0.975; (9) 1.0