Consider a three-year 6% bond with a face value of $100. Suppose that the yield on the bond is 1.5% per annum with continuous compounding. a) Determine the duration and the convexity of this bond in two ways (one way by decomposing the bond into zero-coupon bonds). b) Determine the dollar duration and dollar convexity. c) Determine the impact of an increase by 1.5% of the yield on this bond value by using the duration method as well as the duration/convexity method. d) Determine the accuracy of results obtained in question c). Consider a three-year 6% bond with a face value of $100. Suppose that the yield on the bond is 1.5% per annum with continuous compounding. a) Determine the duration and the convexity of this bond in two ways (one way by decomposing the bond into zero-coupon bonds). b) Determine the dollar duration and dollar convexity. c) Determine the impact of an increase by 1.5% of the yield on this bond value by using the duration method as well as the duration/convexity method. d) Determine the accuracy of results obtained in question c)