1. A bond is 1.5 years from maturity. It has a 5% coupon, pays semiannually, and 4% yield. Suppose interest rates suddenly increase by 30 basis points. Use the duration model to estimate the percentage change in the bond price. 2. A bond is 1.5 years from maturity. It has a 5% coupon, pays semiannually, and 4% yield. Suppose interest rates suddenly increase by 30 basis points. Use the bond formula to calculate the percentage change in the bond price