3} There is another Google Billiton 2.5 year semi-annual 2% coupon paying bond in the market priced at $1.?9. Using bondspecic spot rates as calculated in Question 5 {for [L5 year, 1 year, 1.5 year and 2 years}, bootstrap 25year spot rate for the bond. Show calculations. (3 marks) 9} Estimate the original bond's (displayed in Figure 1} Macaulay Duration and Convexity {as of 313 Sep 15). Show calculations. (ti marks} Hint: for semiannual coupon paying bonds you will be using the semiaimual cash ows, yields and periods as inputs for your calculation of the Macaulay Duration and Convexity. You will need to convert the output of your calculations into the annualised (standard) form. To do that you should divide Macaulay Duration and Convexity based on the semiannual periods by 2 and 4 respectively to arrive with the final