Two bonds are available for purchase in the financial markets. The first bond is a three-year, 100,000 AUD bond that pays an annual coupon of 4 per cent. The second bond is a three-year, 100,000 AUD, zero-coupon bond. (a) What is the duration of the coupon bond if the current yield-to-maturity (R) is 5 per cent? 7 per cent? And 9 per cent? How does the change in the current yield to maturity affect the duration of this coupon bond? (b) Calculate the duration of the zero-coupon bond with a yield to maturity of 5 percent, 7 percent, and 9 percent