(10pt) Consider a 4-year bond with a $100 principal, a yield of 10% (continuously compounded), and an 5% coupon paid at the end of each year. (a) What is the bond's price? (b) What is the bond's duration? (c) What is the bond's DV01? (d) Use the duration to calculate the effect on the bond's price of a 5 bp increase in its yield and the resulting price. (e) Recalculate the bond's price on the basis of a 10.05% per annum yield and verify that the result is in agreement with your answer to (d)