$1.(12$ points$)$ Bond A is a semiannually compounded, zero$-$coupon bond with a face value of$.$ At issuance, the market interest rate for bonds with a similar risk profile was. For Bond A$,$ given different time$-$to$-$maturities $($Column A$),$ compute Bond A$\text{'}$s price at a market interest rate of$($Column B$)$ and$($Column C$).$ Next, compute the percent change in Bond A$\text{'}$s prices as the market interest rate increases fromto$($Column D$).$ Essentially, Column D is measuring the bond's sensitivity to interest rate changes.$($B$)($C$)($D$)\backslash$table$[[,,,$Price$],[5,,,],[15,,,],[30,,,]]$