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3.Calculate the duration of a $1.000 6% coupon bond with three years to maturity. Assume that all market interest rates are 7% CP=860 Yr3= 1060 Py-tw CP HE S6 07 GO PV (formula) S4.07 92.41 loy il 2 60 2595 8 65.20 3 1060 2754.71 973.74 = 2.93 Duration 4. Consider the bond in the previous question question 3). Calculate the expected price change if interest rates drop to 6.75% using the duration approximation Calculate the actual price change using discounted cash flow, Cinteren Ai LDP -Dwx (11) (price) T T PV (w/ 6.752) PY-TU ko