A bond currently sells for $1,010, which gives it a yield to maturity of 4%. Suppose that if the yield increases by 30 basis points, the price of the bond falls to $980. What is the modified duration of this bond? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Duration years Find the duration of a 8% coupon bond making annual coupon payments if it has three years until maturity and a yield to maturity of 7.3%. What is the duration if the yield to maturity is 11.3%? (Do not round Intermediate calculations. Round your answers to 4 decimal places.) Duration YTM 7.3% YTM 11.3% YTM A ten-year bond has a yield of 11% and a duration of 7195 years. If the bond's yield Increases by 25 basis points, what is the percentage change in the bond's price as predicted by the duration formula? (Input the value as a positive value. Do not round Intermediate calculations. Round your answer to 2 decimal places.) The bond's price %