The current zero-coupon yield curve of semi-annually compounded rates for risk-free bonds is as follows: 1.0 Years 1.5 Years 2.0 Years 2.5 Years 3.0 Years 9.00% 10.20% 3.00% 4.00% 6.20% MATURITY 0.5 Years Yield (APR) 1.00% The price of the bond is $ (Round your answer to 2 decimal places) A) What is the price today of a risk-free, 14.00% semi-annual coupon bond with a face value of $1, 600 that has exactly 2.5 years remaining until it matures? Assume that the bond has just paid its most recent coupon. today. MATURITY Assume that the yield curve suddenly shifts to the new values below upon the release of some important economic news: 0.5 Years 1.0 Years 1.5 Years 2.0 Years 2.40% 5.20% 3.50% 3.0 Years 8.80% 4.60% Yield (APR) 2.5 Years 3.5 Years 11.00% 4.40% The price of the bond should change by (Round your answer to 2 decimal places) (If your answer is a decrease, include the '-' sign. e.g. -12.34%) % when the yield curve shifts. 4.0 Years 11.40% 3.5 Years 4.0 Years 12.40% B) By what percentage should the price of that same bond suddenly increase (+) or decrease (-) in response to the change in the yield curve? 13.00%