please show how to calculate in financial calculator if possible

Numeric Answer: Unanswered 2 attempts left Submit Question 9 Homework Unanswered A T-bond with semi-annual coupons has a coupon rate of 5%, face value of $1,000, and 2 years to maturity. If its yield to maturity is 4%, what is its Macaulay Duration? Answer in years, rounded to three decimal places. Numeric Answer: 2 attempts left - Submit Unanswered Question 10 Homework. Unanswered Numeric Answer: Unanswered 2 attempts left Submit Question 10 Homework. Unanswered You own a bond portfolio worth $48,000. You estimate that your portfolio has an average YTM of 6.0% and a Modified Duration of 13 years. If your portfolio's average YTM were to decrease by two basis points, what would be the approximate new value of your portfolio? Round to the nearest cent. Numeric Answer: 2 attempts left Submit Unanswered [FL