7. Suppose you have two bonds. The first one is a 1 year zero coupon bond. It pays 1 at maturity and its price is 0.98 today. The second bond is a two year zero coupon bond that pays 1 at maturity and which price is 0.95 today. What is the term structure of interest rate? What is the duration and modified duration in these bonds? What is the price movement in every bond after a 1% increase in the yield?