Following your graduation, you are employed by a bond trader who asks you to prepare an analysis of an Australian Treasury bond maturing in 4 years with a face value of $100,000, a coupon of 5% per annum payable yearly and a yield to maturity of 3% per annum. The interest coupon payment due this year has just been paid. Your analysis should include the following calculations, with the accuracy specified in each part.

current price =$ 107,434.20

1. Your employer has also advised that he considers that the yield to maturity is expected to increase very soon to 4% per annum. .On the assumption that the yield increase will occur later today, calculate the new bond price (correct to the nearer cent) by each of the following methods:
   1. The duration adjustment method.
   2. The duration-with-convexity adjustment method.
   3. The present value of future cash flows method (as used in a. above).

I have found solution for current price, duration of the bond, convexity of bond but i want this solution