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 5 years Coupon rate 11% Par value $1,000 Coupons on bonds are paid annually Yield to maturity of bonds 3% Required: i) Fill in the blanks in the following table y = yield to maturity Wt= weight for year t See the lecture notes for formulae ii) Based on the calculations in part i, calculate modied duration and convexity of the bond iii) Using the modied duration calculate the change in bond price in dollars when yield to maturity changes by two percent iv) Using the convexity, calculate the change in bond price in dollars when yield to maturity changes by two percmt