Price and Reinvestment Bond: 8.5% Coupon-Compounded Semiannually $100 FACE Value Yield 9% 30 years until maturity Price $94.8405 Duration 10.8636 Convexity 186.5633 Calculate and complete the tables for the following 3 holding period scenarios assuming any coupons are invested at the new yield (i.e., the 100-basis point increase). Further assume semiannual compounding for the reinvestment of any cash flows. a. Quantify the price and reinvestment risks for the holder of the bond for this increase in rates. b. Quantify the net risk for the increasing rate scenario. c. Find the average annual holding period return under the scenario of an immediate interest rates increase from 9% to 10%. nrmenecuve) IN/M Q4. Why does the price and reinvestment risk change in each scenario