1a. For a 10 year, semi-annual, $1,000 par value bond, with a coupon rate of 8% and YTM of 10% what is the Macaulay Duration? Modified Duration? What is the change in percentage price of Bond when YTM decreases by 10 bps (Use only duration to compute the % difference)

1b. For the bond in question 1a, compute the convexity

1c. For the bond in question 1a, and the convexity computed in question 1b, calculate the percentage change in the bond's price if the yield decreases by 10bps? What is the percentage change if the yield increases by 10 bps?