An $8\mathrm{.}000\%$ semi$-$annual coupon corporate bond that matures on $3/15/25,$ is purchased for settlement on $4/15/21.$ The yield to maturity is $6\mathrm{.}333\%$ quoted on a street convention semiannual bond basis $($APR$2).$ Accrued interest is calculated using the $30/360$ day count convention.$($a$)$ What is the flat $($clean$)$ price of the bond on the SDT$?($use the BA II Plus BOND spreadsheet$)($b$)$ What is the accrued interest on the SDT$?($use the BA Il Plus BOND spreadsheet$)($c$)$ How many days are there $("$T$")$ in the current coupon period?$($d$)$ How many days are there $("*")$ between the last coupon date and the SDT$?($e$)$ What is the bond's Macauley Duration on the SDT$?($use the alternative formula given on slide #$50$ of chapter $5$ slides and show your work$).$ Remember to use at least $3$ decimal places.$($f$)$ What is the modified duration of the bond, to at least $3$ decimal places?