31. Compute the price and the duration of each of the bonds. a. Bond A has 15 years left until maturity, a coupon of 6.0% and a YTM of 5.25%. $1,076.55; 10.48 yrs b. Bond B has ten years left until maturity, a coupon of 5.0% and a YTM of 4.15%. $1,068.43; 8.18 yrs C. Bond C has seven years left until maturity, a coupon of 4.0% and a YTM of 6.35%. $870.43; 6.18 yrs d. Bond D has four years left until maturity, a coupon of 4.5% and a YTM of 5.65%. $959.83; 3.74 yrs 32. Given an interest rate increase of 75 bp (0.750%), compute the i) percentage price change and ii) an estimate of the percentage price change using modified duration (the duration rule), for each of the four bonds in question #31. a. Bond A. -7.11%; -7.47% b. Bond B. -5.68%; -5.89% c. Bond C. -4.24%; -4.36% d. Bond D. -2.61%; -2.65%