Part c. Now assume the yield curve described in part a shifts up by 100 basis points for all maturities. That is, in this part assumpz' 9163296., 562 = 9.319151%, and so on. Find the full price of this bond at time periods 0, 0.5, and 1. (You should assume that if you buy the bond on time period 1 that the coupon paid on this date goes to the seller.)