Consider a bond with 6% coupon rate semiannually, 5-year maturity, 9% initial yield, and with $100 par value, and please answer the following questions: (1) What is the price of the bond? (2) What is the modified duration? (3) What is the convexity measure? (4) When the yield on the bond decreases by 10 basis points, what is the new price of the bond (Apply modified duration formula)? (5) If you apply the approximate modified duration and the approximate convexity measure to calculate question (4), what is the new price of the bond (Apply modified duration formula)?