1- Suppose we have a bond with a 5-year term to maturity, an 7% coupon paid annually, and a market yield of 9%. Calculate duration. 2- Suppose a bond portfolio contains three bonds only - A, B, C. Bond A has duration of 3.4 years and makes up 30 percent of the portfolio. Bond B has duration of 5.9 years and makes up 38 percent of the portfolio. Bond C has duration of 12.9 years. Calculate portfolio duration. 3- Use 4-year, 4-percent coupon duration given on sl. 27. If market interest rates are expected to increase by 110 basis points, how much will change the price of the bond