Find theDuration of a 4%coupon bond (paid semi- annually), with 6years to maturity and aYTM of 2%. Find the Modified Duration, What isthe predicted change inprice using modifiedduration if ratesincrease by 1%? What isthe actual change in pricefor this bond if ratesincrease by 1%?

I know the duration of the bond is 5.43, so I don't need that part.