8. Consider the following two bonds: Assume both bonds has YTM of 8%. Compute the Macaulay Duration for both bonds? 9. Using the calculation of Macaulay duration obtained for both bonds A and B in question 8 , what is the modified duration of bond A and B ? 10. Consider the case of Bond A and B in question 8 . What would happen to the price of bond A and B if its yield to maturity suddenly fell by 50 basis points, In Bond B, from 8% to 7.5% and Bond A from 4% to 3.5%. What is the predicted change in the bond price