Consider a $5$y bullat bond $($all pringipal paid at maturity$),$ with a $6\%$ coupon, yielding $7\%.$

a$.$ What is the price of this bond $($rounded to $2$nd decimal place$)?$

b$.$ What is the $($macaulay$)$ Duration of this bond?

c$.$ What is the modified duration of this bond? d$.$ What is the dollar duration of this bond?

e$.$ If you owned $100mm$ of this bond at the price in part $($e$),$ how much would you expect the value of that position to chenge in $1$ lop move?