Is this FI question relevant for 2019

I came across the question below in the 2012 exam and wanted to check whether this is relevant for 2019

Brown also considers using call options on bonds to increase the portfolio’s duration. She selects a suitable 90-day call option, which has a delta of 0.40 and a price of USD 27,568. The underlying bond has a duration of 16.93 and a price of USD 1,037,560.

Determine the duration of the call option. Show your calculations.

I think this is some older level 2 material and derivatives not FI.

I had to google it now, because I had no idea, but when seeing the formula I remembered it.

call delta = (call price x call duration) / (underlying price x underlying duration)

Solve for call duration.

I don’t think it’s in level 3 now, because I’m taking it for the first time, but I took level 2 in 2017 and it rings bells from those times.

Thank you