(1 point) Consider a 2-year $3000 bond that's redeemable at par and pays semi-annual coupons at a rate of c(2) = 7%. (a) Suppose that the yield rate is 3.3% compounded annually. Determine: The purchase price of the bond. P = $ The bond's duration to 3 decimals. D = years Note: Use the purchase price to the closest cent in your duration calculation. (b) Suppose that the yield rate is 3.3% compounded semi-annually. Determine: The purchase price of the bond. P = $ The bond's duration to 3 decimals. D = years Note: Use the purchase price to the closest cent in your duration calculation. (c) Suppose that the yield rate is 3.3% compounded continuously. Determine: The purchase price of the bond. P = $ The bond's duration to 3 decimals. D = years Note: Use the purchase price to the closest cent in your duration calculation