1. Calculate the requested measures in parts (a) through (f) for bonds A (assume that each bond pays interest semiannually): (a) Calculate the actual price of the bonds for a 100-basis-point increase in interest rates. (b) Compute the Macaulay durations for bond A. (c) Compute the modified duration for bond A. (d) Compute the convexity measure for bonds A. (e) Using duration, estimate the price of the bond A for a 100-basis-point increase in interest rates. (f) Using both duration and convexity measures, estimate the price of the bond A for a 100-basis-point increase in interest rates.