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9. A 4-year, 6\% (annual coupon payment) bond is trading to yield 6%, calculate or approximate the percentage price change using the conventional approach and the duration/convexity approach if yield decreases by 100 bps to 5%. The question requires to compute: (A) The percentage price change using the conventional DCF valuation approach (4 points) (B) Compute the Duration or modified duration; (4 points) (C) Compute the Convexity or dollar convexity (4 points) (D) The percentage price change using both the duration measure and convexity measure. (4 points)