Pls help asap. Provide all answers to every part. Please make sure to give answer in minimum amount of decimals asked for.

Intro

A corporate bond has $2$ years to maturity, a coupon rate of $6\%,$ a face value of

$$1,000$ and pays coupons semiannually. The market interest rate for similar bonds

is $0\mathrm{.}075.$

Part $1$

What is the price of the bond $($in $ $)?$

Part $2$

What is the bond's duration?

Part $3$

If yields fall by $0\mathrm{.}8$ percentage points, what is the new expected bond price based

on its duration $($in $$)?$

Part $4$

What is the actual bond price after the change in yields $($in $$)?$

Part $5$

What is the difference between the two new bond prices $($in absolute $$)?$