Use the information in the following table to complete the questions in this section. All bonds have a Face Value of $1000. Assume semi-annual compounding. 1. Calculate the following: a. The Current Price of each bond. b. The Duration and Modified Duration of each bond. c. The Convexity of each bond. Show detailed workings. ( 3 marks) 2. Calculate the exact price change for each bond if the yleld curve experiences a parallel shift and: a. increases by 1%,3%,5%,7%, and 9% b. decreases by 1%,3%,5%,7%, and 9% Show detailed workings. ( 1 marks) 3. Calculate the estimated price change using only Duration for each bond if the yield curve experiences a parallel shift and: a. Increases by 1%,3%,5%,7%, and 9% b. decreases by 1%,3%,5%,7%, and 9% Show detalled workings. ( 1 marks) 4. Calculate the estimated price change using Duration and Convexity for each bond if the yield curve experiences a parallel shift and: a. increases by 1%,3%,5%,7%, and 9% b. decreases by 1%,3%,5%,7%, and 9% Show detailed workings. (1 marks) 5. Compare and discuss your answers from (2), (3), and (4). As part of your comparison and discussion, provide a single graph displaying the relationship between price and yieid for all three methods Show detailed workings where relevant. (2 marks)