You own a corporate bond that carries a $5\mathrm{.}8\%$ coupon rate and pays $$10,000$ at maturity in exactly $2$ years. The current market yield on the bond is $6\mathrm{.}1\%.$ Coupon interest is paid semi$-$annually and the marked price is $$9\mathrm{.}944\mathrm{.}32.$ calculate the bond's macaulay's dusration and modified dusration