Consider two bonds. Their face values and maturities are $1,000 and 4 years, respectively. Calculate duration of the two bonds. If interest rate increases or decreases by 1% points, what will happen to the prices of the two bonds? What is the relationship between duration and bond price? (10 Points) i Bond A: a coupon rate of 5% paid annually, and a yield to maturity of 6%. ii. Bond B: face value of $1,000, no coupon, and a yield to maturity of 6%.