The current zero-coupon yield curve of semi-annually compounded rates for risk-free bonds is as follows: MATURITY 0.5 Years 1.0 Years 1.5 Years 2.0 Years 2.5 Years 3.0 Years 3.5 Years 4.0 Years Yield (APR) 1.40% 2.60% 4.40% 6.60% 9.00% 10.00% 10.60% 11.20% A) What is the price today of a risk-free, 12.00% semi-annual coupon bond with a face value of $1,400 that has exactly 2.5 years remaining until it matures? Assume that the bond has just paid its most recent coupon. The price of the bond is $ today. (Round your answer to 2 decimal places) Assume that the yield curve suddenly shifts to the new values below upon the release of some important economic news: MATURITY 0.5 Years 1.0 Years 1.5 Years 2.0 Years 2.5 Years 3.0 Years 3.5 Years 4.0 Years Yield (APR) 2.80% 3.60% 5.80% 3.50% 4.90% 8.80% 12.20% 12.40% B) By what percentage should the price of that same bond suddenly increase (+) or decrease (-) in response to the change in the yield curve? The price of the bond should change by % when the yield curve shifts. (Round your answer to 2 decimal places) If your answer is a decrease, include the '- sign. e.g. - 12.34%)