All numbers stated in this question do not work

Macaulay = 5.308

Modified = 4.782

A bond with a coupon rate of 10 percent sells at a yield to maturity of 11 percent. If the bond matures in 10 years, what is the Macaulay duration of the bond? What is the modified duration? (Do not round intermediate calculations. Round your answers to 3 decimal places.) Answer is complete but not entirely correct. Macaulay duration =6.655 years Modified Duration =5.995 years \begin{tabular}{|l|r|l|} \hline & \multicolumn{2}{|c|}{ Duration } \\ \hline Macaulay & 5.308 & years \\ \hline Modified & 4.782 & years \end{tabular} \begin{tabular}{|l|l|l|} \hline & \multicolumn{2}{|c|}{ Duration } \\ \hline Macaulay & 7.185 & years \\ \hline Modified & 6.415 & years \\ \hline \end{tabular} Macaulay duration is: 6.655 modified duration is: 5.995 \begin{tabular}{|l|l|l|} \hline & \multicolumn{2}{|c|}{ Duration } \\ \hline Macaulay & 7.185X & years \\ \hline Modified & 6.415 & years \\ \hline \end{tabular} Macaulay duration is 9.69 . The modified duration is 5.99