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Use the following information for Questions 7-12 below. Consider a bond with the following features and a hypothetical settlement date of 10 October 2019. Annual Coupon Coupon Payment Frequency Semiannual Interest Payment Dates 30 December and 30 June Maturity Date 30 December 2020 Day-Count Convention 30/360 Annual Yield-to-Maturity 6% You want to calculate the bond's Macauley duration using the following table: Period Time to Receipt Cash Flow Present Value Weight Time * Weight CON What is the value of x' in this table (eg, the value for 'Timex Weight' in row 2)? Round your answer to three decimal places. Question 8 1 pts Consider a bond with the following features and a hypothetical settlement date of 10 October 2019. Annual Coupon 5% Coupon Payment Frequency Semiannual Interest Payment Dates 30 December and 30 June Maturity Date 30 December 2020 Day-Count Convention 30/360 Annual Yield-to-Maturity 6% Use the formula to solve for Macaulay Duration for the bond described in Question 7 above. Make sure that you annualize your answer. Round your answer to three decimal places. Remember, answers without the corresponding work uploaded will receive zero points. Question 9 1 pts Consider a bond with the following features and a hypothetical settlement date of 10 October 2019. Annual Coupon Coupon Payment Frequency Semiannual Interest Payment Dates 30 December and 30 June Maturity Date 30 December 2020 Day-Count Convention 30/360 Annual Yield-to-Maturity 6% Without considering the convexity effect, what is the approximate percentage price change if the bond's yield to maturity decreases by 50 basis points. Use the formula that relies on modified duration, Round your answer to three decimal places and express your answer in percentage terms (e.g. 3.500% not 0.035). Question 10 1 pts Consider a bond with the following features and a hypothetical settlement date of 10 October 2019. Annual Coupon 5% Coupon Payment Frequency Semiannual Interest Payment Dates 30 December and 30 June Maturity Date 30 December 2020 Day-Count Convention 30/360 Annual Yield-to-Maturity What is the bond's approximate modified duration assuming a 10 bp change in its annual yield-to- maturity? Remember to annualize your answer and round to three decimal places Question 11 1 pts Consider a bond with the following features and a hypothetical settlement date of 10 October 2019. Annual Coupon Coupon Payment Frequency Semiannual Interest Payment Dates 30 December and 30 June Maturity Date 30 December 2020 Day-Count Convention 30/360 Annual Yield-to-Maturity 696 What is the bond's approximate convexity assuming a 10 bp change in its annual yield-to-maturity? Round to three decimal places, Question 12 1 pts Consider a bond with the following features and a hypothetical settlement date of 10 October 2019. Annual Coupon 5% Coupon Payment Frequency Semiannual Interest Payment Dates 30 December and 30 June Maturity Date 30 December 2020 Day-Count Convention 30/360 Annual Yield-to-Maturity 6% Now.considering the convexity effect, what is the approximate percentage price change if the bond's yield to maturity decreases by 50 basis points. Use the formula that relies on approximate modified duration and approximate convexity. Round your answer to three decimal places and express your answer in percentage terms (e.g., 3.500% not 0.035). Use the following information for Questions 7-12 below. Consider a bond with the following features and a hypothetical settlement date of 10 October 2019. Annual Coupon Coupon Payment Frequency Semiannual Interest Payment Dates 30 December and 30 June Maturity Date 30 December 2020 Day-Count Convention 30/360 Annual Yield-to-Maturity 6% You want to calculate the bond's Macauley duration using the following table: Period Time to Receipt Cash Flow Present Value Weight Time * Weight CON What is the value of x' in this table (eg, the value for 'Timex Weight' in row 2)? Round your answer to three decimal places. Question 8 1 pts Consider a bond with the following features and a hypothetical settlement date of 10 October 2019. Annual Coupon 5% Coupon Payment Frequency Semiannual Interest Payment Dates 30 December and 30 June Maturity Date 30 December 2020 Day-Count Convention 30/360 Annual Yield-to-Maturity 6% Use the formula to solve for Macaulay Duration for the bond described in Question 7 above. Make sure that you annualize your answer. Round your answer to three decimal places. Remember, answers without the corresponding work uploaded will receive zero points. Question 9 1 pts Consider a bond with the following features and a hypothetical settlement date of 10 October 2019. Annual Coupon Coupon Payment Frequency Semiannual Interest Payment Dates 30 December and 30 June Maturity Date 30 December 2020 Day-Count Convention 30/360 Annual Yield-to-Maturity 6% Without considering the convexity effect, what is the approximate percentage price change if the bond's yield to maturity decreases by 50 basis points. Use the formula that relies on modified duration, Round your answer to three decimal places and express your answer in percentage terms (e.g. 3.500% not 0.035). Question 10 1 pts Consider a bond with the following features and a hypothetical settlement date of 10 October 2019. Annual Coupon 5% Coupon Payment Frequency Semiannual Interest Payment Dates 30 December and 30 June Maturity Date 30 December 2020 Day-Count Convention 30/360 Annual Yield-to-Maturity What is the bond's approximate modified duration assuming a 10 bp change in its annual yield-to- maturity? Remember to annualize your answer and round to three decimal places Question 11 1 pts Consider a bond with the following features and a hypothetical settlement date of 10 October 2019. Annual Coupon Coupon Payment Frequency Semiannual Interest Payment Dates 30 December and 30 June Maturity Date 30 December 2020 Day-Count Convention 30/360 Annual Yield-to-Maturity 696 What is the bond's approximate convexity assuming a 10 bp change in its annual yield-to-maturity? Round to three decimal places, Question 12 1 pts Consider a bond with the following features and a hypothetical settlement date of 10 October 2019. Annual Coupon 5% Coupon Payment Frequency Semiannual Interest Payment Dates 30 December and 30 June Maturity Date 30 December 2020 Day-Count Convention 30/360 Annual Yield-to-Maturity 6% Now.considering the convexity effect, what is the approximate percentage price change if the bond's yield to maturity decreases by 50 basis points. Use the formula that relies on approximate modified duration and approximate convexity. Round your answer to three decimal places and express your answer in percentage terms (e.g., 3.500% not 0.035)