(a) Find the price and duration of a 2 year bond with 10% yearly coupon payments and yield %10. Assume F 100 for face value. (b) Find the price and duration of a 3 year bond with 8% yearly coupon payments and yield %8. Assume F = 100 for face value. (c) Which of the bonds in (a) and (b) is most sensitive to a change in yield