A security is purchased on 01/01/2001; the maturity date is 01/01/2006. The nominal rate of interest is 8%. The yield is 9.0%. Interest is paid half-yearly (frequency is 2). Using daily balance interest calculation (basis 3) how long is the modified duration?
一有价证券于 2001 年 1 月 1 日买入；有效期截止到 2006 年 1 月 1 日。年息票利率为 8%。年收益率为 9.0%。利息每半年支付一次（年付息的次数为 2）。如果使用日余额利息（基数为 3）计算，修正后周期为多长？