U.S. Treasury bonds pay coupon interest semiannually, Suppose a Treasury bond matures in two years, the annual coupon rate is 26 percent, the face value is $1,000, and the annual yield to maturity is 3.5 percent. a. What is the duration of the bond? b. What is the modified duration? c. What is the dollar duration? d. What would be the change in price of the bond if there was a 10 basis point change in the return