I asked someone to help me with these questions below...someone only posted one answer for 1 question.

Please help me. If you can please show your steps/formula...I would greatly appericate it. I am trying to study for a test.

11. Compute the duration and modified duration of a 4vear bond that makes annual payments with a coupon rate of 9% and a YTM of 7%. 12. If interest rates FALL by 100 basis points, what is the dollar and percentage change in price? 13. If interest rates RISE by 100 basis points, what is the dollar and percentage change in price? 14. If the coupon rate was 5% instead of 996, would the bond be more or less sensitive to changes in itn changes in interest rates? Explain