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You are provided with the following Treasury Bond quotes: Settlement Issue Date MaturityCoupon Bid 1. Asked Ask Yield date 9/19/2014 | 11/15/2013 | 11/15/2015 |

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You are provided with the following Treasury Bond quotes: Settlement Issue Date MaturityCoupon Bid 1. Asked Ask Yield date 9/19/2014 | 11/15/2013 | 11/15/2015 | 9.875% | 111.0859 | 111.1094 | 0.173 /19/2014 430/2013 4/30/20162.625&103.5078 103.5313 0.416 a) Compute the Modified duration of a portfolio of $10 million par of each of the above two bonds. b) Compute the PVBP of a portfolio of $10 million par of each of the above two bonds. c) Compute the Duration of a portfolio of S10 million par of each of the above two bonds

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