You just purchased a $1000 par value bond maturing on 30th June 2025. Suppose todays date (settlement date) is 30th June 2019 and the yield to maturity is 6%. Given all these inputs, do the following. a) Assume the bond is a zero coupon bond (with annual compounding). Compute the bonds Macaulay duration (using the DURATION function) and modified duration (using the MDURATION function). b) Holding everything else constant, now assume the bond pays coupons semi-annually. Compute the bonds Macaulay and modified durations for the following annual coupon rates: 4%, 5%, 6%, 7%, and 8%. c) Continue with the bond in part ( b ), but now assume (i) the annual coupon rate is 7% and (ii) the maturity date is now 30th June 2030. Compute the bonds Macaulay and modified durations. d) Continue with the bond in part ( b ), but now assume (i) the annual coupon rate is 7%, (ii) the maturity date is again 30th June 2025 and (iii) the yield to maturity is 5%. Compute the bonds Macaulay and modified durations