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.