Sunnose zern rates are as followe: What is the bond price? (at least 2 decimal places) 1 point A bond maturing in 30 montns pays a coupon of 3% per year semiannually. What is the bond yield? (in %,2 decimal places) Note: You might need to use trial and error for this or use a solver to solve the yield equation. 291 point What is the par yield? ( 2 decimal places) 301 point What is the duration of the bond? (in months, round to the nearest integer) 31 1 point Suppose there is a 10bp decrease in the yield. What is the approximate change in the bond price calculated using duration? (at least 2 decimal places) Note: remember to convert the duration you entered above into years. 32 1 point What is the convexity of the bond? Round to the nearest integer. Keep the original units of time, i.e. months. 33 point Suppose there is a 300bp increase in the yield. What is the approximate change in the bond price calculated using duration? (at least 1 decimal places) Note: remember to convert the duration you entered above into years. 341 point Suppose there is a 300bp increase in the yield. What is the approximate change in the bond price calculated using both duration and convexity? (at least2 decimal places) Note: remember to convert the duration you entered above into years and also convert the convexity units appropriately. Sunnose zern rates are as followe: What is the bond price? (at least 2 decimal places) 1 point A bond maturing in 30 montns pays a coupon of 3% per year semiannually. What is the bond yield? (in %,2 decimal places) Note: You might need to use trial and error for this or use a solver to solve the yield equation. 291 point What is the par yield? ( 2 decimal places) 301 point What is the duration of the bond? (in months, round to the nearest integer) 31 1 point Suppose there is a 10bp decrease in the yield. What is the approximate change in the bond price calculated using duration? (at least 2 decimal places) Note: remember to convert the duration you entered above into years. 32 1 point What is the convexity of the bond? Round to the nearest integer. Keep the original units of time, i.e. months. 33 point Suppose there is a 300bp increase in the yield. What is the approximate change in the bond price calculated using duration? (at least 1 decimal places) Note: remember to convert the duration you entered above into years. 341 point Suppose there is a 300bp increase in the yield. What is the approximate change in the bond price calculated using both duration and convexity? (at least2 decimal places) Note: remember to convert the duration you entered above into years and also convert the convexity units appropriately