Can you show me how to do these? I have no idea how to account for basis points either.

Problem 1 Bond calculations Solve for Price Bond 1 Bond 2 Bond 3 Par Value Settlement Date Maturity Date Yield to Maturity Annual Coupon Rate (pd semiannually) 1,000,000.00 2/10/21 2/10/23 1.00% 2.00% 1,000,000.00 2/10/21 2/10/31 1.75% 2.50% 1,000,000.00 2/15/21 2/15/41 3.50% 5.00% Price per $100 Price per $1,000,000 Current Yield 0.30% Rate Moves plus 30 basis points New price per $1,000,000 | % change in Price MMM MO 0.40% Minus 40 basis points New price per $1,000,000 % change in Price