Question 20 0 out of 5 points Calculate the duration of a 4-year, 4 percent coupon bond with a face value of $1000. Assume that the yield on this bond is 5 percent. If the interest rates decrease 10 basis points, what would be the approximate change in the price of the bond using duration approximation? Question 21 0 out of 5 points Calculate the convexity of a 4-year, 4 percent coupon bond with a face value of $1000. Assume that the yield on this bond is 5 percent Question 22 0 out of 5 points Calculate the duration and convexity of a 4-year, 4 percent coupon bond with a face value of $1000. Assume that the yield on this bond is 5 percent. If the interest rates decrease 10 basis points, what would be the approximate change in the price of the bond using both duration and convexity