frequency (pmts per year) face chg to YTM (in bps) coupon maturity (yrs) 4.50% yield 5 2 $100 6.50% 6.50% Question 1: NOTE: Do this with the cashflows generated. I want to see the calculations from the cashflows directly a.) Provide the cashflows for the following bond b.) Provide the dollar price of the bond at the following yield to maturity (YTM) c.) Provide the price as a percentage of par at the following YTM d.) What is the Macaulay Duration (yrs) of the bond d.) What is the Modified Duration of the bond e.) What is the Dollar Duration of the bond f.) What is the weighted average life of the bond g.) What is the 2nd Derivative as pertaining to Convexity h.) What is the Convexity (in half yrs) i.) What is the Convexity (yrs, annualized, per $100 par) j.) What is Dollar convexity (annualized) Assume now an instantaneous change to YTM as shown to the right (in bps) k.) What is the estimated new price based on this change in YTM using the original Modified Duration 1.) What is the estimated new price based on this change in YTM using the original Modified Duration and Convexity m.) What is the actual new price based on this change in YTM n.) What is the actual new Modified Duration based on this change in YTM -1000