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5. An asset produces $20 in one year, 840 in two years, and $60 in three years. The wet's mal effective yield rate is 6%. I (1) (4 pts) Find the price of the asset at time 0. (2) (6 pts) Find the modified duration Di. 1) of the asset at i = 6%. (3) (6 pts) Find the modified convexity C(1, 1) of the asset at i = 6%. (4) (6 pts) Use the modified duration and convexity you have obtained in (2) and (3) to find the new price of the asset if the annual effective yield rate increases by 100 basis points