Can someone assist me with this problem on Bond Duration and Sensitivity Analysis

Name: ShaRlauna Campbell ID: 300338459 Class: Corporate Finance, FIN 3403 Section: 302 Consider the following information of a bond: Market Price (PV) - 5800 Coupon Rate = 1.68% Maturity 5 years Payment Frequency (M) - semi-Annual Compute: (1. Show computations 2. De not type this assignment) 1) YTM % 2) Duration Years 3) Modified Duration Years 4) Change in price Amount (5) 5) Percentage change in price % PVCF Probability Seal Durat NPMT CF CHAYTM PVCOM (PVCF/Price) (Praham Prably 1. Compute YTM FV = 1000 PV- PMT Coupon Rate FV/M= NM- CPTI (YTM) = Semi-Annual YTM= Annun YTM Semi-Annual 2 - 2. Compute Duration A. Annual Duration (from table) B. Annual Duration (Sum of PVCF*N)/(Sum of PVCF) CA Semi Duration (Anual Duration (2) 3. Compute Modified Duration (MD) 1. Anna MD Annual Duration /(1+YTM) B. Semi-Annual MD Annual Duration/1+(YTM/2) 4. Change in Price (150 basis point increase in interest rate) Beginning Price Endinu. Pries FV FV PV (Price) = CPT PV (Price) PMT PMT N N CPTM. - YTM ) Change in Price - Ending Price - Beginning Price - b) Percentage change in price =(Change in Price/Beginning Price) 100