I need question b , c and d please

Aaboccz AaBbcc AaBbcc "A Emphasis 1 Heading 1 T Heading 2 = ac Replace Select Paragraph Styles Editing 4. Mortgage Pricing A 30y fixed rate mortgage is issued at 6% coupon rate. The loan fully amortizes over 30 year period. Expected payoff time is 8 Years when initially issued. Assuming S1M in loan balance. a Price the loan today at 5%, 6%, and 7% market yield, assuming loan termination term stays constant with interest rate (96 months at 5%; 96 months at 6%, and 96 months @ 7%) b. calculate numerical duration and convexity at 6. market interest rate based on pricing from 4a c. Price the loan today at 5%, 6%, and 7% yield, assuming loan termination term changes with interest rate (60 months at 5%; 120 months at 6%, and extends to 120 months @ 72 b. calculate numerical duration and convexity at 6. market interest rate based on pricing from 4a Questions viewed by other students O: 03.Spot rate, forward rate, and yield to maturity One year zero priced at 5% yield. Th at par. Three year 7% coupon par priced at par. a. what is one year, two year AND thre what is the 1 year and 2 year forward rate le f12 (23)? c. How much should a THREE y value of $1.000 be price atd.... A: See answer - Aaboccz AaBbcc AaBbcc "A Emphasis 1 Heading 1 T Heading 2 = ac Replace Select Paragraph Styles Editing 4. Mortgage Pricing A 30y fixed rate mortgage is issued at 6% coupon rate. The loan fully amortizes over 30 year period. Expected payoff time is 8 Years when initially issued. Assuming S1M in loan balance. a Price the loan today at 5%, 6%, and 7% market yield, assuming loan termination term stays constant with interest rate (96 months at 5%; 96 months at 6%, and 96 months @ 7%) b. calculate numerical duration and convexity at 6. market interest rate based on pricing from 4a c. Price the loan today at 5%, 6%, and 7% yield, assuming loan termination term changes with interest rate (60 months at 5%; 120 months at 6%, and extends to 120 months @ 72 b. calculate numerical duration and convexity at 6. market interest rate based on pricing from 4a Questions viewed by other students O: 03.Spot rate, forward rate, and yield to maturity One year zero priced at 5% yield. Th at par. Three year 7% coupon par priced at par. a. what is one year, two year AND thre what is the 1 year and 2 year forward rate le f12 (23)? c. How much should a THREE y value of $1.000 be price atd.... A: See