2) Consider $100 par of a 10-year bond that pays annual coupons of 5.0% with a yield of 4.0%. a) Using standard bond pricing formulas, what is the dollar change in the price of the bond if the yield increases by .5% (i.e., the yield changes to 4.5%)? b) What is approximation of the dollar price change using modified duration (D*) if the yield increases by .5% (note: you have to calculate the modified duration to do this). c) What is the approximation of the dollar price change using modified duration (D*) and convexity together if the yield increases by .5%? (note: you have to calculate the conve vexity to do this)