A two-year coupon bond with 6% annual coupon payments has a face value of $100 and a yield to maturity of 4%. (a) Calculate the bond's price. (b) Calculate the modified duration and convexity of this bond. (c) What is the predicted dollar price change of this bond when the bond's yield to ma- turity falls by 1.5% when, i. approximated using only modified duration? ii. approximated using both modified duration and convexity?