1. Bond pricing and risk. A two-year corporate bond has a coupon rate of 4 percent. The one-year spot rate is 3 percent and the forward rate is 5 percent. The bond's credit spread is 1 percent for both the one-vear and the two-year maturities. e. What would be the maturity of a zero-coupon bond with the same interest-rate risk as the two-year corporate bond assuming that the two bonds have the same credit risk. f. Calculate the percentage change in the bond price if the yield rises by 20 basis points. 8. Calculate the percentage change in the bond price if the yield rises by 20 basis points using the bond duration and compare your answer to the one in the previ ous