pls explain the process of solving as well

Consider the following zero coupon bonds each of which are redeemable at par and have a yield rate of 4% compounded continuously. Bond Maturity (in years) 35 A B Face Value (in dollars) 5000 3000 10000 4000 20 D 25 10 (a) Determine the purchase price of each bond: Bond Price in dollars to closest cent) A B D NOTE: Do not include the $ sign. (b) Determine the present value of the portfolio of bonds. Present Value of Portfolio = $ Note: Use the dollar values to the closest cent in your calculation. (c) Determine the duration (to 3 decimals) of the portfolio of bonds. Duration of Portfolio = years Note: Use all dollar values to the closest cent in your duration calculation. (d) Use the duration to estimate the absolute and percentage (or relative) change in the portfolio value if the yield decreases by 0.1 %. Estimated Absolute Change in Portfolio = $ Estimated Percent Change in Porftolio = % (to 3 decimals) Note: Use the rounded results from parts b and c in your calculations. Consider the following zero coupon bonds each of which are redeemable at par and have a yield rate of 4% compounded continuously. Bond Maturity (in years) 35 A B Face Value (in dollars) 5000 3000 10000 4000 20 D 25 10 (a) Determine the purchase price of each bond: Bond Price in dollars to closest cent) A B D NOTE: Do not include the $ sign. (b) Determine the present value of the portfolio of bonds. Present Value of Portfolio = $ Note: Use the dollar values to the closest cent in your calculation. (c) Determine the duration (to 3 decimals) of the portfolio of bonds. Duration of Portfolio = years Note: Use all dollar values to the closest cent in your duration calculation. (d) Use the duration to estimate the absolute and percentage (or relative) change in the portfolio value if the yield decreases by 0.1 %. Estimated Absolute Change in Portfolio = $ Estimated Percent Change in Porftolio = % (to 3 decimals) Note: Use the rounded results from parts b and c in your calculations