A bond with face value $100 pays annual coupons at 2% and is redeemable at par. The diagram below shows the price-yield curve of this bond. The tangent line at the point where the nominal yield = 0.03 has gradient 742.3021. (The nominal yield is compounded 1 time each year)

(i) Find the bond price at =0.02. Give your answer to the nearest integer. (ii) Given that the bond price at =0.03 is 92.21388 . Find the duration of the bond when the yield =0.03. Give your answer in 3 significant figures. (iii) The duration and convexity of the bond are respectively 8.255689 and C when the bond yield is 4%. Given that the bond price decreases by 0.79% when the bond yield increases from 4% to 4.1%, find an approximate value for C. Give your answer to the nearest integer