Consider Two Bonds, Both Pay Annual Interest

Consider two bonds, both pay annual interest. Bond C has a coupon of 6% per year, maturity of 5 years, yield to maturity of 6% per year, and a face value of £1000. Bond D has a coupon of 8% per year, maturity of 15 years, yield to maturity of 6% per year, and a face value of £1000. Calculate the modified duration for Bond C.

A) 4.47
B) 4.22
C) 4.34
D) 5
E) None of the above