Suppose the prices of zero-coupon bonds paying $100 at maturity are: Bond B0,0.5 B01 B0,15 B02 Price Time to maturity (years) $99.55 0.5 $98.67 1 $97.85 $96.16 a. lpt) What is the price of the 2-year coupon bond paying a coupon rate of 10% per year semiannually and a face value of $100. b. [1pt) What is the bond's yield-to-maturity? c. (2pts) What is the (Macaulay's) duration of the bond? d. (2pts) What is the convexity of the bond? e. 3pts) How much would the price of the bond change if the yield increased by 2%? Please report (1) the exact price change, (2) the approximate price change using duration, and (3) the approximate price change using duration and convexity. fpts) [Extra credit and not required] Under the expectations hypothesis, what bond price do we expect right after the first coupon payment? Suppose the prices of zero-coupon bonds paying $100 at maturity are: Bond B0,0.5 B01 B0,15 B02 Price Time to maturity (years) $99.55 0.5 $98.67 1 $97.85 $96.16 a. lpt) What is the price of the 2-year coupon bond paying a coupon rate of 10% per year semiannually and a face value of $100. b. [1pt) What is the bond's yield-to-maturity? c. (2pts) What is the (Macaulay's) duration of the bond? d. (2pts) What is the convexity of the bond? e. 3pts) How much would the price of the bond change if the yield increased by 2%? Please report (1) the exact price change, (2) the approximate price change using duration, and (3) the approximate price change using duration and convexity. fpts) [Extra credit and not required] Under the expectations hypothesis, what bond price do we expect right after the first coupon payment