问题如下：
An annual coupon bond with a yield-to-maturity of 7% is priced at 94.75 per 100 of par value, and the coupon rate is 5%. The remaining time-to-maturity is 3 years. The Macaulay duration of this bond is:
选项：
A.2.73.
B.2.81.
C.2.86.
解释：
C is correct.
According to definition, Macaulay duration is a weighted average of the time to the receipt of cash flow, the weights are the shares of the full price corresponding to each coupon and principal payment.
The Macaulay duration of this bond is 2.86.
怎么计算的权重？表格里的5怎么来的？
