(30 points) For the same bond above, calculate a) the prices of the bond assuming 1) the yield to maturity of the bond goes up 0.01% (price here called P1 ) and 2) the yield to maturity of the bond goes down 0.01% (price here called P22 ) b) the duration of the bond by using the formula D=(P1P2)/P0/dy, with P1 and P2 from step a. and P0 the price from step 2 of Question 1 above. dy is the difference in yield when calculating P1 an P2 c) Calculate the duration of the bond using the MDuration function in Excel and verify you get the same number as in step b