Consider the two bonds described below. Interest is paid semi-annually. Assume no arbitrage and a flat yield curve when each bond was issued. Bond A Bond B Maturity 5 years 10 years Issue time Today 5 years ago Coupon rate 8% 10% Price when issued Sold at par Sold at par Bond rating AAA AAA Estimate the current market price for Bond A and Bond B, respectively, as of today. Explain why using the duration rule to estimate the percentage price change for a bond would sometimes give an inaccurate measure of the actual change in the bond's value. Support your answer with reasons behind and calculations (e.g., Bond A and/or Bond B in this question)