I need Answers for 3-6 as thanks showing by working

Q-3. You have a 8 year bond with a par value of S1,000 that makes 7.15% annual coupon payments and the market discount rate is 6.70%. The bond has Macaulay duration of 6.3856. Given this information, if the market yield increases by 20bp, what is the estimated percentage change in price of the bond? A. 1.20% B.-1.20% C. 1.28% D. . 1 .28% E. None of the above Q-4. Given a oater/inverse oater class with $20,000,000 principal and even allotments to the oater and inverse oater class, and a pool of 4% FRMs with annual payments, what is the payment to the inverse oater class if the index rate increases to 9.5% in the next period? A. $0 B. S400,000 C. $800,000 D. $950,000 E. S1,900,000 Q-5. Which of the following is true of the companion class that is issued with a PAC security? A. Companion class securities are shielded from extension and contraction risk B. Companion class investors are only protected against extension risk C. Companion class investors are only protected against contraction risk D. Companion class investors absorb prepayment risk from PAC E. Companion classes create additional prepayment risk for PAC investors Q-6. If you had a CMO with 10% FRMs, and a tranche with a 8% coupon rate with a par value of $20,000,000 What would be the notional amount for a 6% structured 10 formed from this tranche? A. S3,333,333 B. $4,444,444 C. $6,666,667 D. $10,000,000 E. This type of security would not have a notional amount assigned to it. Q-7. What is the formula for the rate is paid to the inverse oater