A coupon bond matures in 4years. Its par is $1,000 and it makes eight coupon payments of $21, one every one-half year. The continuously compounded forward rate is r(t) = 0.022 + 0.005 t 0.004 t^2 + 0.0003 t^3. (a) Find the price of the bond. (b) Find the duration of this bond.