1. Consider a bond with a face value of $10,000, a coupon rate of 8% (with annual coupon payments), a maturity of ten years, and a bond yield of 3.00%. A. Calculate the price of this bond. B. Calculate the duration of this bond c. Using the usual present value formula, calculate the priceofthe bond if the yield changes to 2.90%. - D. Using the duration approximation approach, calculate the price of the bond if the yield changes to 2.908