From your Reuters terminal you retrieve the following discount factors for

various maturities: Ti:

T $0\mathrm{.}511\mathrm{.}5$

Z$(0,$T$)0\mathrm{.}97960\mathrm{.}95760\mathrm{.}9363$

A plain vanilla coupon bond pays each $6$ months a coupon where the annual coupon rate is

$2\mathrm{.}778\%.$ The bond reimburses at maturity, which we assume to be in $1\mathrm{.}5$ years a facial amount

of $100.$ What is the value, say P$,$ of this bond at t $=0,$ now, knowing that this bond was

issued $6$ months ago and that the coupon has already been paid? By how much would the

bond price have changed, denoted P; if the term structure remains the same but $70$ days

have elapsed? The pair $($P; P$)$ is given by the following pairs of prices and variations of

prices with $2$ correct decimals