Example:Computation of coupon Curve Duration
Consider a 10-years bond that pays a 7% coupon semiannually,In a 7% yield environment,the bond is selling at par and has modified duration of 7.11 years...

when I look this example near here,I don't know how it compute the modified duration is 7.11 years.I try to use the macaully duration to compute this,eventually the reasult is about 9.8,modified duration is about 9.6.Can you help me?why is modified duration of the example about 7.11 years?