I understand how to find the price using- 60 AS PMT, 4 = n, 1200 = FV, 8% = i/y. I Need aid with finding the rest. Please show formulas to solve the remaining three parts, don't use excel formula sheet.

Consider a five-year $1,000 par value bond with 6% annual coupons and a redemption value of $1,200. The yield to maturity is 8%. (a) Find the price of the bond. (b) Find the Macaulay duration of the bond. (c) Find the Macaulay convexity of the bond. (d) Find the dispersion of the bond. Answer: $1056.26 / 4.5116 / 21.618 / 1.2632 Consider a five-year $1,000 par value bond with 6% annual coupons and a redemption value of $1,200. The yield to maturity is 8%. (a) Find the price of the bond. (b) Find the Macaulay duration of the bond. (c) Find the Macaulay convexity of the bond. (d) Find the dispersion of the bond. Answer: $1056.26 / 4.5116 / 21.618 / 1.2632