Using my work from previous problems, how would I solve part E and F?

1. Consider an annual coupon bond with a face va coupon bond with a free walue of $1000, annual coupon rate of 7.07 three years to maturity and initial YTM of yo = 0.094. (a) Compute the current price of the bond, Po p- E r [-GE)]. Porn Ep=755lt 3 1000 Coupon rate = 7.5%. YTM-0094 -9.1 I PMT= 75 0_099 (toogu) I to.0441 T ( 1 094) 9 4 12509 (1 - 1309 ) + 763.94 -> (b) Compute the duration of the bond, D D = {t(wt) wt = (Ft/City) Price - C Ft Tettye WN -lt 75 75 1075 75/1794775/1.094 = 68.56 145 +9.4) = 75/1.197-42.66 lors/ct943 = 1075/1.309=821.24 - 952.46 wt 0.0720 0.0658 50.8622 down price went (c) Suppose that the yield rises to y = 10. Compute the price, P, of the bond at this higher yield and determine the actual percentage price change. = 134.55 .10 pa CP [-GR)] + P= 75 [1-7710)] + lar j = 936.55 (936.55 -952.46x100 Percent change = -1.67% - 952.46 pproximate the percentage price change in part (c) using D. 1 (0.0720)+260.0658)+3 10.86227 -1.3951 (0.006 11.094 / 0.0720+0.1316 +2.5866 ? -0.7651 = 1. 3951 (e) Suppose instead of rising to y, the yield rises from yo to y = 0.134. Compute the price, Pl, of the bond at this higher yield and determine the resulting percentage price change. (f) Approximate the percentage price change in part (e) using D