Question 4: (4 points) Glven the settlement date of December 9. 2020 and the yield to maturity of 2.93%, use the info from previous problem to calculate the bond price, modified duration, convexity in the specified cells (F4, F7, F12 not on a separate spreadsheet) for the US Treasury N and show the formulas in the orange cells. Bond Price Formula Hint: Review our Excel bond calculations Settlement date 12/9/20 Maturity date YTM Convexity Formula Coupon Face Value Frequency Use Excel's Data Table to run a sensitivity analysis of the duration as a function of the coupon rate (coupon rate=0%, 1%,2%,3%,4%,5%, 6%,7%,9%, 13%, 15%, 17%)and comment on the effect of coupon on the duration. Modified Duration Build a chart of the duration as a function of the coupon rate. What is the interpretation of the modified duration? What is the interpretation of the convexity? Question 4: (4 points) Glven the settlement date of December 9. 2020 and the yield to maturity of 2.93%, use the info from previous problem to calculate the bond price, modified duration, convexity in the specified cells (F4, F7, F12 not on a separate spreadsheet) for the US Treasury N and show the formulas in the orange cells. Bond Price Formula Hint: Review our Excel bond calculations Settlement date 12/9/20 Maturity date YTM Convexity Formula Coupon Face Value Frequency Use Excel's Data Table to run a sensitivity analysis of the duration as a function of the coupon rate (coupon rate=0%, 1%,2%,3%,4%,5%, 6%,7%,9%, 13%, 15%, 17%)and comment on the effect of coupon on the duration. Modified Duration Build a chart of the duration as a function of the coupon rate. What is the interpretation of the modified duration? What is the interpretation of the convexity