use Microsoft excel and show formulas you used.

5. A 4 year Treasury Bond with a face value of $1,000 and an annual coupon rate of 5.80% has a yield to maturity of 4.29%. This bond makes 2 (semi- annual) coupon payments per year and thus has 8 periods until maturity. What is the price sensitivity of a bond to changes in yield and how does that compare to the duration approximation, and compare to the duration plus convexity approximation? 5. A 4 year Treasury Bond with a face value of $1,000 and an annual coupon rate of 5.80% has a yield to maturity of 4.29%. This bond makes 2 (semi- annual) coupon payments per year and thus has 8 periods until maturity. What is the price sensitivity of a bond to changes in yield and how does that compare to the duration approximation, and compare to the duration plus convexity approximation