1). Assume discount rate is 10%. Use the PV function to calculate the prices for these two bonds. These two bonds are selling at a discount, par or premium? (2 points) (2). Make a Table to compare the bond prices when discount rate varies from 1% to 20%, incrementing by 1%. The table should be similar as the examples in class (3 points) (3). Is the longer-term bond's price more sensitive to changes in discount rate? Make a connected scatter chart with both series of bond prices calculated above in the same chart, with interest rate as horizontal axis and bond price as vertical axis. Explain in a textbox (3 points, no need to talk about duration, just compare the slopes)