You are the portfolio manager of a large company that invests in many securities including corporate bonds. You have been assigned the task of bond portfolio management. You are provided with the following data in relation to bonds: Maturity period 6 years Coupon rate 10% Par value $1,000 Coupons on bonds are paid annually Yield to maturity of bonds 12% Required: i) Fill in the blanks in the following table See the lecture notes for formulae ii) Based on the calculations in part i, calculate modified duration and convexity of the bond iii) Using the modified duration, calculate the change in bond price in dollars when yield to maturity changes by one percent iv) Using the convexity, calculate the change in bond price in dollars when yield to maturity changes by one percent