1a.Calculate the Price, Macauley and modified duration of a fouryear zero coupon bond (Par Amount $100) selling for a YTM of 5.65%.

b.Calculate the Price, Macauley and modified duration of a four year 2% annual coupon bond (Par Amount $100) selling for a YTM of 5.6%.

c.Calculate the Price, Macauley and modified duration of a fouryear 5.5% annual coupon bond (Par Amount $100) selling for a YTM of 5.5%.

d.Calculate the Price, Macauley and modified duration of a fouryear 8% annual coupon bond (Par Amount $100) selling for aYTM of 5.45%.

e.Use the Modified Durationof the bond in part a above and estimate the change in the value of a four year zero coupon bond (Par Amount $100,000) for a 50 basis point decrease in the YTM. Express your answer in dollars.

f.Calculate the actual change in the value of the 4 year zero coupon bond in #5 above using a YTM of 5.15%. Explain the source of the differences between this result and you answer in part e.

g.XYZ Corp has issued 10 year First Mortgage Notes, 10 year Subordinated Notes and 10 year Unsecured Notes. Rank them from Most to Least risky.

h.Why are Commercial Paper Investors concerned about Rollover Risk?

need help on e f g h only