Coupon Bond questions in the picture:

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Consider these two bond for [assume that each bond pays interest semiannually): I Bond A - Coupon: 8% Yield to maturity: 8% Maturity (years): 2 Par: $100.00 Price: $100.00 a Bond B - Coupon: 9% Yield to maturity: 8% - Maturity (years): 5 .. Par: $100.00 Price: $104055 (a) What is the price value of a basis point for bonds A and B? (b) Compute the Macaulay duration for the two bonds. (c) Compute the modied duration for the two bonds