A Treasury bond has a coupon rate of 6% per annum (the coupons are paid semiannually) and a semiannually compounded yield of 4% per annum. The bond matures in 18 months and the next coupon will be paid 6 months from now. Which number below is closest to the bond's Macaulay duration?
A. 1.023 years
B. 1.457 years
C. 1.500 years
D. 2.915 years