This question can be answered without the need to work through the duration calculation.

Remember that duration is related to maturity and to the coupons of a bond. A zero coupon bond has a duration the same as its remaining maturity. A coupon paying bond has a duration less than its maturity.

In this case there are three semi-annual periods left (i.e., 1.5 years). As the bond is a coupon bond its duration must be less than 1.5.

Remember that duration measures how long it takes on average to receive the cash flows from a bond. In this case the cash flows are:

6 months: $30
12 months: $30
18 months: $1,030

Notice we have to wait three periods for the majority of our cash flows. This means that the duration is likely to be just a bit lower than 1.5.

Remember we can calculate duration if needed as well as follows:

2998.84 / 1,028.83 = 2.915 half years, so (2.915 / 2) = 1.457 years