Create four $(4)2-$variable "What if$"$ analyses of bonds: clean bond price, dirty bond price, Macaulay duration, and modified duration. Follow the methodology in the videos "Bond pricing in Excel" and "Macaulay and modified duration in Excel." Do not use the same trade dates, maturities, coupon rates, or yields to maturity as in the videos. Highlight the rows in the "What if$"$ table where the yield to maturity equals the coupon rate of the bond $($i$.$e$.,$ where the price of the bond equals the par, or face, value of the bond.$)$

Write a brief explanation of what the "What if$"$ tables explains to us about the particular bond analyzed. Submit your explanation as a Word document or pdf file.