Consider a 17-year zero coupon bond. A. Plot the value of the bond P(y) for yields ranging from 0% to 30%. [2 points] B. Add to the graph the price of the same bond after 12 years have passed (i.e. it will be a 5-year zero coupon bond). [2 points] Explain what happens through time (at any given yield) to C. a. The bond's price [2 points] b. The bond's interest rate risk [2 points] c. The bond's convexity. [2 points] Clarification: Explain" means "using your graph, explain to me how I can understand your answer by looking at the graph." 93