No excel formulas.

You own a bond with $1000 par value and maturity of three years. The bond is priced at par, pays annual coupon interest of $50 and its yield to maturity is 5% A) what is the bond's Macaulay duration? B) if the level of interest rates, which currently 5% goes up by 10 basis points, how much do you expect the price of the bond to change irn Percentage terms, and in which direction