1. A five-year bond with a face value of $100 is trading in the bond market; the bood bes a coupon rate of 6.0%, paid annually, Caleulute the theoretical "po-arbiturge" prioe for this coupon-bond (in dollars to three docimal places) asing the values for b1 - the price today of a zero-coupon bond that pays $1 at Year t - given in Table 1 . Table 1: Zero-r Yes per \$1 Face 2. Calculate the duration of the previous bond (to two decimal places.)