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2. Suppose the bond's YTM changes in the same way as a 5-year T-bill interest rate. Use the bond's modified duration to evaluate the relative change in the 5-year bond's value if the interest rate on 5-year T-bills falls by one basis point, that is, by 0.0001. (1 mark) This part was extracted from the balance sheet of the First Bank of Australia: here "Bond" here refers to the bond we specified above and the fixed-rate liabilities banks future payment obligations) have an average duration of 4 years and YTM of 3%. Their YTM changes in the same way as a 5-year T-bill interest rate. 2. Suppose the bond's YTM changes in the same way as a 5-year T-bill interest rate. Use the bond's modified duration to evaluate the relative change in the 5-year bond's value if the interest rate on 5-year T-bills falls by one basis point, that is, by 0.0001. (1 mark) This part was extracted from the balance sheet of the First Bank of Australia: here "Bond" here refers to the bond we specified above and the fixed-rate liabilities banks future payment obligations) have an average duration of 4 years and YTM of 3%. Their YTM changes in the same way as a 5-year T-bill interest rate