4. The following table shows four bonds, their coupon rates and their prices before and after an interest rate rise of 1 basis point (0.01%) this morning. The columns with maturity and duration information in the table were erroneously erased. Assume that the yield curve is flat (Le. yields are the same for all bonds) and use annual compounding throughout. All bonds have face values of $1000. The only thing you remember about the last two columns is that all bonds have the same number of years to maturity. Your task is to ll in the last two columns With the correct information. Bond _. Coupon Price before Price after Time to I __ Duration I Maturity 1 14% $1245.78 $1245.06 2 10% $1000.00 $999.39 3 7% $815.66 $815.13 4 0% $585.54 $383. 1.9