a) Compute the modified duration and relative convexity of a 6%, 3-year bond selling at a yield of 9%. Coupon frequency and compounding frequency are assumed to be semiannual. b) What is its estimated percentage price change for a yield change from 9% to 11% using the one-order Taylor expansion (i.e., based on Chapter 5)? Using the two-order Taylor expansion (i.e., based on chapter 6)? Compare both of them with the actual change?

please no excel show, full answer needed with each steps