2a. A 4% semi-annual-pay coupon bond has 30 years to maturity. The bond is a +/- 100 basis point change in yield, what is the approximate modified duration currently trading at a 37 yield-to-maturity and a dollar price of 111.69. Using of the bond? (2 decimals) AMD 22,48 (144.96-100 ) 2.100,01 9.30 the percentage change in price using duration only for a yield decrease of 50 basis 2b. Using the modified duration (only) of the bond above, what is the estimate of points? (2 decimals)? What is the actual change? Actual Change(%) Estimate change(%)