The face value of any bond below is $100. For coupon bonds, coupons are paid every 6 months.

5. (4 points) Consider a 2-year coupon bond with coupon rate 3% and bond price 100. What's the yield, duration and convexity of the bond? Using the duration and convexity, approximate the bond price change when the yield goes up by 100 basis points. (Keep 6 digits after the decimal point) 5. (4 points) Consider a 2-year coupon bond with coupon rate 3% and bond price 100. What's the yield, duration and convexity of the bond? Using the duration and convexity, approximate the bond price change when the yield goes up by 100 basis points. (Keep 6 digits after the decimal point)