Assume the following information about a Treasury bond: You may assume that the par value of this bond is 100. Also remember that Treasuries pay coupons SEMI-ANNUALLY. Find the Accrued Interest, the Price, and the Modified Duration of this bond. Using the Modified Duration, what is the approximate percentage change in price for a 25 basis point change in yield? Find the price if the yield is 5.5% (why is the total cost not equal to Par?). Find the price if the yield is 5.0%, did the price change by more or less than was predicted? Why? Suppose you hold this bond for example 6 months and the yield does indeed increase to 5.5%. What is your total return for this bond