Given the bond below... Estimate the change in bond price 4 different ways. A Change in bond price for 1% increase in YTM, estimated using Duration only. B Change in bond price for 1% increase in YTM, estimated using Duration and Convexity. C Change in bond price after repricing for a 1% increase in YTM. D Change in bond price after repricing for a 1% point increase yield across the yield curve. Time 1 Yield Face Coupon Rate YTM M 2000000 4% 3% 10 3.5% 3.0% 2.5% 2.0% Ooo von AWNI Yield 0.9% 1.6% 2.0% 2.2% 2.4% 2.6% 2.8% 2.9% 3.0% 3.1% 5 6 1.5% 1.0% IMUA B D 0.5% 0.0% 10 10 12 Given the bond below... Estimate the change in bond price 4 different ways. A Change in bond price for 1% increase in YTM, estimated using Duration only. B Change in bond price for 1% increase in YTM, estimated using Duration and Convexity. C Change in bond price after repricing for a 1% increase in YTM. D Change in bond price after repricing for a 1% point increase yield across the yield curve. Time 1 Yield Face Coupon Rate YTM M 2000000 4% 3% 10 3.5% 3.0% 2.5% 2.0% Ooo von AWNI Yield 0.9% 1.6% 2.0% 2.2% 2.4% 2.6% 2.8% 2.9% 3.0% 3.1% 5 6 1.5% 1.0% IMUA B D 0.5% 0.0% 10 10 12