5. (25pts) Two bonds are available for purchase in the financial markets. The first bond is a two-year, $1,000 bond that pays an annual coupon of 10 percent. The second bond is a two-year, $1,000, zero- coupon bond. a. What is the duration of the coupon bond if the current YTM is 8%? 10%? 12%? b. How does the change in YTM affect the duration of the coupon bond? c. Calculate the duration of zero-coupon bond with a YTM of 8%, 10%, & 12%. d. How does the change in YTM affect the duration of the zero-coupon bond? e. Why does the change in YTM affect the coupon bond differently than if affects the zero- coupon bond?