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Please answer this 4 questions

Assume that a bond will make payments every six months as shown on the following timeline (using six-month periods): Period 20 19 Cash Flows $20.11 $20.11 $20.11 $20.11 + $1,000 a. What is the maturity of the bond (in years)? b. What is the coupon rate (as a percentage)? c. What is the face value? a. What is the maturity of the bond (in years)? The maturity is years. (Round to the nearest integer.) b. What is the coupon rate (as a percentage)? The coupon rate is %. (Round to two decimal places.) c. What is the face value? The face value is $ . (Round to the nearest dollar.) A $1,000 bond with a coupon rate of 6.8% paid semiannually has two years to maturity and a yield to maturity of 7.4%. If interest rates rise and the yield to maturity increases to 7.7%, what will happen to the price of the bond? O A. fall by $5.43 O B. rise by $5.43 OC. fall by $6.51 OD. The price of the bond will not change. The Sisyphean Company has a bond outstanding with a face value of $5,000 that reaches maturity in 10 years. The bond certificate indicates that the stated coupon rate for this bond is 9% and that the coupon payments are to be made semiannually. Assuming the appropriate YTM on the Sisyphean bond is 6.7%, then this bond will trade at O A. a premium. OB. par. O c. a discount. OD. none of the above The current zero-coupon yield curve for risk-free bonds is as follows: Maturity (years) YTM 4.96% 5.48% 5.79% 5.97% 6.08% What is the price per $100 face value of a four-year, zero-coupon, risk-free bond? The price per $100 face value of the four-year, zero-coupon, risk-free bond is $ I. (Round to the nearest cent.)