O 4) You did not lose any money Save Question 4 (1 point) The Macaulay duration of a bond is 7.0. If yields are 8% and increase to 8.2%, what is the percentage change in its price using duration? 1)-1.4% 2) -1.3% 3) Greater than 096 Save Question 5 (1 point) What is the modified duration of a 10 year zero coupon bond priced at $500? Hint: You need to find the yield first 20