Please help with 10-12.

Calculate the duration of a two-year corporate loan paying 6% interest semiannually. The $10,000,000 loan is an equal-payment amortizing loan, and the YTM is 9%. A) 1.35 years B) 2.00 years C) 1.22 years D) 1.74 years Question 11 (1 point) What if the loan in Question 10 were a coupon bond? That is, what if $10,000,000 were the face value, the coupon rate were 6% paid semiannually, and the YTM were still 9% ? What is the duration in this case? 1.81 years 1.91 years 1.53 years 2.00 years Question 12 (1 point) For the bond in question 11, what is the error in the price change estimate using dollar duration? $14,384 too high $27,691 too low $14,384 too low $27,691 too high