Bond A is a 2-year, 8% coupon bond making semiannual coupon payments and selling at a price of $964.54 for a YTM of 10%. The duration of the bond is 1.8852 years. Bond B is a 2-year zero coupon bond with same duration (1.8852 years).

Calculate the price fall if interest rates increase from 10% to 11% for both bonds?

What happens to duration if YTM goes up to 11%?

What happens to duration if coupon rate decreases to 5%?

What happens to duration if maturity is now 4 years?