2, (10 points) You are holding a 2-year 10% (annualized) coupon bond with face value $1,000 now. The interest rate now is 5% (semi-annual). What is the Macaulay Duration now? What is the Modified Duration now? When the interest rate (semi-annual) increases to 5.5% tomorrow, what is the actual price change in this bond? And what is the bond price change using modified duration approximation? Which one is larger in absolute value