Duration and Rate of Return

On an excel spreadsheet:

Consider a five-year $1,000 face value, Treasury bond with a 10 percent semiannual coupon selling at par.

E) Calculate the duration if the yield to maturity is 10%

F) Calculate the duration if the yield to maturity is 12% (5 Points) G) Calculate the duration if the yield to maturity is 14%

H) Plot the relationship between yield to maturity (x-axis) and the duration (y-axis). Be sure to label the y-axis, x-axis, and chart title

In your report, identify and comment on the relationship between duration and yield to maturity.