Coupon Yield to maturity 8% 8% 9% 8% Maturity (in years)2 Par 100.00 100.00 100,000 104.055 Price a. Calculate the actual price of the bonds for a 100 basis point increase in yield. b. Using duration, estimate the price of the bonds for a 100 basis point increase in yield. c. Using both duration and convexity, estimate the price of the bonds for a 100 basis point ncrease in yield t in narts (b) and (c), and state why one