Considering a long-term bond A with constant coupon payments. This security will be used in all three parts that follow. a. When the yield on a 1 year zero coupon bond is 5.02%, bond A is worth $49.5883. When the yield on a 1 year zero coupon bond is 4.98%, bond A is worth $49.9866. What is the approximate dollar delta for bond A when the yield on a 1 year zero is 5.00%? b. When the yield on a 1 year zero coupon bond is 5.02%, bond A is worth $49.5883. When the yield on a 1 year zero coupon bond is 5.06%, bond A is worth $49.1932. What is the approximate dollar delta for bond A when the yield on a 1 year zero is 5.04%? c. Based on the information in Parts a and b above, what is the approximate gamma value for bond A when the yield on a 1 year zero is 5.02%?