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Question 4 [20 marks) You are given the following US Treasury Note yield curve data: Years to Par Coupon Calculated Calculated Maturity Yield to Maturity: Smt Rate 1-year Forward Rate 1 5.00% 5.00% 5.00% 2 5.20% 5.21% 5.42% 3 6.00%. 0.05% 7.75% 4 7.00% 7.16% 10.56% S 7.00% {c} You are given the following data for two bonds, ABC and XYZ: {iii} Characteristic ABC XYZ Market price 101.75 101.75 Maturity date June 1, 2025 June 1, 2025 Call date Noncallable June 1, 2020 Annual coupon 6.25% 7.35% Interest payment Semiarmual Semiannual E'ective duration 7.35 5.40 Yield to maturity 0.02% 7.10% Credit rating AA AA Suppose the actual prices at the end of 6 months were 105.55 and 104.14 for ABC and XYZ. respectively. Evaluate and explain whyr the actual price change would be greater for ABC and why the actual price change would be less for XYZ