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3. Consider the following zero-coupon curve: 1. What is the price of a 5-year bond with a $100 face value, which delivers a 5% annual

3. Consider the following zero-coupon curve: 1. What is the price of a 5-year bond with a $100 face value, which delivers a 5% annual coupon rate? 2. What is the yield to maturity of this bond? 3. Calculate the MacCaulay duration, Modified duration and Dollar duration of this bond. 4. We suppose that the zero-coupon curve increases instantaneously and uniformly by 0.5%. What is the new price and the new yield to maturity of the bond? What is the impact of this rate increase for the bondholder

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