1. For a T-bond currently priced at $95 for $100 par with yield to maturity 5%, its price becomes $95.1 if the yield drops to 4.99%. What are the T-bond's DV01, duration and Macaulay duration at 5% yield?

2. Consider a 1.5-year Treasury 10s priced at par. What is its Macaulay duration?

3. A 10-year zero coupon bond is yielding 5%. What are the zero's DV01, duration and Macaulay duration?

4. Two T-bonds have the same Macaulay duration of 5 years and one bond has higher coupon rate than the other. Can the bonds have the same maturity?