i understand cheggs policy is one question at a time but these questions are broken down and you need the previous answer to solve the next question.

please show all work so i can understand how you came to the answer

question 11 is also part of the entire problem

QUESTIONS A 5-year bond with a yield of 5% (continuously compounded), with a face value of $100, pays an 8% coupon at the end of each year. What is the bond's price? (Use your calculations for the next questions) A 5-year bond with a yield of 5% (continuously compounded) pays an 8% coupon at the end of each year. What is the bond's duration? (Use the calculations from the previous problem to make it easier) QUESTION 10 A 5-year bond with a yield of 5% (continuously compounded), with a face value of $100, pays an 8% coupon at the end of each year, Use the duration from the previous question to calculate the effect on the bond's price of a 0.1% decrease in its yield. What is the new bond price? (Remember if the yield goes down what happens to the the bond price?) QUESTION 11 A 5-year bond with a yield of 5% (continuously compounded) pays an 8% coupon at the end of each year. Check the results from your previous duration calculation the long way. Recalculate the bond's price on the basis of a 4.9% per annum yield and verify that the result is in agreement with your answer to the previous