An 6% coupon bond with 2 years to maturity has a yield of 5%. Assume that coupon is paid quarterly and face value is $1,000.

(a) Calculate the price of the bond. (Keep 2 decimal places) (b) Calculate the duration of the bond. (Keep 4 decimal places) (c) Calculate this bond's modified duration. (Keep 4 decimal places) (d) Assume that the bond's yield to maturity increases from 5% to 5.2%, estimate the new price of the bond. (Keep 2 decimal places)