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Calculate the requested measures in parts for bonds A (assume that the bond pays interest semiannually): Bond A Coupon 9% Yield to maturity 8% Maturity

Calculate the requested measures in parts for bonds A (assume that the bond pays interest semiannually): Bond A Coupon 9% Yield to maturity 8% Maturity (years) 5 Par $100.00 Price $104.055 a. What is the price value of a basis point for bond A? (2 points) b. Compute the Macaulay durations for the bond. (2 points) c. Compute the modified duration for the bond. ( 2 points) d. Compute the convexity measure for Bond A. Don't forget to report the convexity measure in years. (2 points) e. Calculate the actual price of the bond for a 100-basis-point increase in interest rates. ( 2 points)

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