You want to form a bond portfolio that pays $100 every six months, for the next year. That is, $100 in 0.5 years and $100 in 1 year. To achieve this goal, you will purchase Bonds A and B, which have a face value of $100 and pay semi-annual coupons. The following information is available: Bond A - Coupon rate: 6% - Maturity: 1 year Bond B - Coupon rate: 1% - Maturity: 1 year Calculate the number of units you must buy of Bond A to achieve your goal. Express your answer as a number with two decimals. E.g. If your answer is 102.544, then enter it as 102.54 The 1-year zero-coupon bond is trading at $93.46, while the 1-year coupon bond, with a semiannual coupon rate of 2% (APR), is trading at $95.38. What is the fair price of the 0.5-years zero-coupon bond if there is no arbitrage? All bonds have a face value of $100. Express your answer in dollars, rounded to the nearest cent, e.g., 17.23. An investor will invest $10,000 in a portfolio that includes two zero-coupon bonds, Bond X, with a face value of $100 and maturity of 2 years, and Bond Y, with a face value of $100 and maturity of 8 years. The current term structure is flat at r=3%. The investor believes that rates will change in r=1% and uses the Duration approximation to calculate price changes. If the investor does not want to lose more than $10 for the indicated rate change, what will be the lowest portfolio weight the investor will allocate to Bond X? A bond portfolio has a value of $100,000, a duration of 8.8469 (in years) and a convexity of 89.5795. The current yield curve is flat at r=2% (APR). If the yield curve moves to a new level of 1%, that is r=1%, what is the estimated capital gain of the bond portfolio in dollars, based on the duration/convexity approximation? Express your answer in dollars, rounded to the nearest cent, e.g., 17.23