Please answer question no.2 as in the second picture. ( The current futures price, 95.07)

What is the modified duration of a two year bond, paying 6% (p.a.) semi-annual coupons, and a (semi-annually compounded) yield of 2%? You are currently managing a portfolio of bonds, worth $5 million, whose duration in six months time (assuming interest rates remain at their current levels) will be 5.6. You would like to hedge your portfolio using a six month treasury note futures contract. At present, you anticipate that the cheapest to deliver bond for this portfolio will be a nine year bond, which will have duration 6.2. The current futures price is 95-07. What position should you take in the contract? Remember that the futures contract covers $100 000 face value of bonds You are currently managing a portfolio of bonds, worth $5 million, whose duration in six months time (assuming interest rates remain at their current levels) will be 5.6. You would like to hedge your portfolio using a six month treasury note futures contract. At present, you anticipate that the cheapest to deliver bond for this portfolio will be a nine year bond, which will have duration 6.2. The current futures price is 95-07. What position should you take in the contract? Remember that the futures contract covers $100 000 face value of bonds