1. What is the duration of a 10year zero, face value $1000, ytm 4.73% p.a.?
2. What is the dollar duration of a 10year zero, face value $1000, ytm 4.73% p.a.?
3. The DVBP is the dollar duration of a basis point. What is the DVBP based on your previous question? Report the absolute value of the DVBP.

Hint: the DVBP is the dollar value of 1 basis point change, that is 0.01%

4. Based on question 2, what is the approximate change in bond price given an 80 basis point increase in yield?

Please use Excel to answer and show formulas. Thank you