a) Assume that you have a 10 year (the bond will mature 10 years from now), 2.45% coupon bond. The coupons are paid on a semi-annual basis. The face value of the bond is $1000. Assume that the bond's YTM suddenly increases from 2.13% to 2.63%. What is the impact on the price of the bond in percentage terms?

b) Suppose that a one year zero coupon bond is trading at $924.64; a two year zero coupon bond is trading at $841.53 and a 3 year zero coupon bond is trading at $744.59. The face value of each of these bonds is $1000. What is the price of a bond which has a face value of $1000, will mature three years from today, and had a coupon rate of 10% (coupons are paid annually)?

Please include calculations and formulas. Thanks