Given a Government Floating Rate Note with coupon 1-year government rate using the following Zero Coupon Curve with a first 3% coupon already fixed 6 months ago that will be paid in 6 months.

6 months Zero Coupon Rate: 3,8%

1.5 years Zero Coupon Rate: 4%

2.5 years Zero Coupon Rate: 4,5%

3.5 years Zero Coupon Rate: 5%

Yield moves up 1 basis point

Compute New Bond Price using Duration

1. 100,000000 %

2. 101,0794896 %

3. 101,0745302 %

4. 101,0745300 %