Question 3 Ms. Kim can buy or sell defaull-free bonds at the following prices per $100 face value on 15 Oclober 2017 Coupon rates and yields to maturity are expressed as an annualized percentage rate compounded semiannually. Coupons are paid semiannually. A price of xox:yy is (xxx+yy/32)% of face value. Ms. Kim puts together the following portfolio today: - Sells short bond A, a total face value of $1,920,000. - Invests $1,194,050 in bond C. - Buys bond D, a total face value of $842,400. (a) Fill in all of the blanks ("?") in the table or note that they are not computable. (b) Calculate the total cost of Ms. Kim's portfolio today. (c) Compute the Macaulay duration and modified duration of Ms. Kim's assets. (d) Compute the Macaulay duration and modified duration of Ms. Kim's liabilities. (e) Discuss Ms. Kim's overall exposure to interest rate risk. How would different types of movements in the term structure of yields affect her portfollo