You have two bonds (A and B) with a (modified) duration of 4.3. Bond A is a

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You have two bonds (A and B) with a (modified) duration of 4.3. Bond A is a coupon bond with a semi-annual coupon of SEK 75 and Bond B is a zero coupon bond.
a) How much does the value of each bonds change if the interest rate changes by 0.1%-unit.
b) What is the time to maturity for the zero coupon bond?
c) Which bond has the longest time to maturity?
d) Calculate the accrued interest of the coupon bond if you buy the bond 1 September year 2 and the coupons are paid out 1 January and 1 July.