QUESTION 7 Bond A pays coupons of 4% and has a duration of 3 years. Bond B is a zero with a time to maturity of 2 years. I interest rates fall by 1%, which bond will have the greater price increase? B A.B QUESTIONS A 3-year bond has a coupon rate of 4.9 and a yield of 4,9%. What is the band's duration In years? Assume annual payments. Enter 4 decimal places QUESTION 9 A 2-year bond has a coupon rate of 3.26 and a yield of 3.26%. What is the bond's duration in years? Assume annual payments. Enter 4 decimal places QUESTION 10 Abond is priced at $1,060.8 with a yield of 6.11 and a duration of 7.715 years. If interest rates increase by 0.253%, what will be the approximate new value of tho bond? (Use the duration approximation formula to estimate) QUESTION 13 Rank the following from highest to lowest effective maturity: A 5-year zero-coupon bond with a yield of 4% A 2-year 6% coupon bond with a yield of 5% A 5-year 3% coupon bond with a yield of 4% A 5-year 5% coupon bond with a yield of 5% QUESTION 14 Copy of Rank the following from highest to lowest effective maturity: A 5-year zero-coupon bond with a yield of 4% A 2-year 6% coupon bond with a yield of 5% A 5-year 3% coupon bond with a yield of 4% A 5-year 5% coupon bond with a yield of 5%