Do the calculations based on the following information of a bond: Coupons 5.00% Maturity 4 Years Yield Price 3.00% 107 4859 400% 103 6627 4.50% 101 8118 4.75% 100 9011 4 90% 100 3593 500% 100 0000 5 10% 99.6423 5.25% 99 1085 5.50% 98 2264 600% 96.4902 7.00%93.1260 %Price Change Yield (Initial yield-5%) 3.00% 7.49% 4.00% 3.66% 4 50% 1.81% 4759 0 90% 4 90% 0 36% 500% 000% 5 10% -0 36% 5 2596 -0 89% 5 50% -1 77% 6.00% -3.51% 7.00% -68796 a. Duration and convexity based on a 50 basis point rate shock b. compute the approximate percentage price change using calculated duration for the bond, assuming that the yeke changes by 5 basis points Compute the estimated percentage price change using duration and convexity (as computed in question a) adjustment if yield changes by 200 basis points Do the calculations based on the following information of a bond: Coupons 5.00% Maturity 4 Years Yield Price 3.00% 107 4859 400% 103 6627 4.50% 101 8118 4.75% 100 9011 4 90% 100 3593 500% 100 0000 5 10% 99.6423 5.25% 99 1085 5.50% 98 2264 600% 96.4902 7.00%93.1260 %Price Change Yield (Initial yield-5%) 3.00% 7.49% 4.00% 3.66% 4 50% 1.81% 4759 0 90% 4 90% 0 36% 500% 000% 5 10% -0 36% 5 2596 -0 89% 5 50% -1 77% 6.00% -3.51% 7.00% -68796 a. Duration and convexity based on a 50 basis point rate shock b. compute the approximate percentage price change using calculated duration for the bond, assuming that the yeke changes by 5 basis points Compute the estimated percentage price change using duration and convexity (as computed in question a) adjustment if yield changes by 200 basis points