5. Bond is maturing in 10.5 years and has a semiannual coupon of 4.3% and price 9215+ a)Calculate its Yield to Maturity. (You can use Excel and try several Yields until you get required price.) b) Suppose you have 8 Million market value of this bond. What is the Modified Duration, Macaulay Duration, DV01 and convexity of this portfolio. c) Using Duration and Convexity formula approximation calculate bond price if the Yield to Maturity is increased 20 Basis Points. d) Calculate the exact Bond price for 20 Basis points increased yield using full discount formula. Compare the two results c) and d)