Consider the following 0. What is the duration of a two-year bond that poys an arnual coupon of to percent and whose current yield to maturity is i4 peticent? Use $1.000 as the face value. (Do not round intermediote calculotions. Round your anwwer to 3 decimal pisces. (e.9.32.161), b. What is the expected change in the pice of the bond if interest rates are expected to decline by 0.5 percent? (Do not round intermediote calculations. Round your answer to 2 decimal ploces. (e94,32.16)) Answer is complete but not entirely correct