pay fixed, receive floating swap calculation understand, equivalent, following, regarding, receive

Dapper425

last year's exam had a question about this topic, yetI didn't find in the CFA books specific calculation example. I understand how the receive/pay fixed swap duration is calculated but need to confirm whether the floating swap duration is equivalent to following example:

(1/2 / 2) - 0.75 (2) = 0.25 - 1.5 = -1.25 [two year pay fixed, receive floating swap with semi-annual payments]. I didn't recall coming across this in the book regarding how the "(1/2 / 2)" floating duration was calculated.

why would it be divided by 2 whereas the pay fixed would be multiplied by 2...i thought the receive floating would be multiplied by 2 as well. Just making sure it's the way it is done/calculated.