4. A two year bond with a yield of 10% (continuously compounded) pays a 4% coupon at the end of each year. Please note this bond only pays coupon once a year. Face Value of the bond is $100. Use continuous compounding and answer the following questions. ( 15 pts) a. What is the bond's price? b. What is the bond's duration? c. Use the duration to calculate the effect on the bond's price of a 0.5% increase in its yield?