Hi, you can just answer me the part b, just don't understand what will the price be after YTM increases by 0.1% and how to calculate that.

An investor holds 100,000 units of a bond whose features are summarized in the following table. He wishes to be hedged against a rise in interest rates. Coupon frequency and compounding frequency are assumed to be semi-annual. The Yield to Maturity curve is flat at an 8% level. a. What is the quantity of the hedging instrument that the investor must sell? b. We suppose that the YTM curve increases instantaneously by 0.1%. i. What happens if the bond portfolio has not been hedged? ii. And if it has been hedged? c. Same question as previous when the YTM curve increases instantaneously by 2%. d. Conclude on the findings