6. Consider a 3-year 8% semiannual coupon bond. The YTM of this bond is 6%. Compute the following a) Macaulay Duration (use Mac Duration = (CF,) (t) (1+i) P b) Modified Duration c) Effective duration (assume a $50 BP change of Yield) d) Convexity Factor (use 1 CF. (1+i)- C = (1+i) t' + t ) PB e) Effective Convexity Factor (assume a $50 BP change of Yield)