(1 point) Consider the continuously compounded yield curve y(t, T) = 0.045 0.01e-1(T-1). Consider a 2-year $ 5000 bond that's redeemable at par and pays semi-annual coupons at a rate of c(2) = 2%. (1) Determine the bond's purchase price. Purchase Price = $ (ii) Determine the duration of the bond to 3 decimals. Duration = years Note: Use the purchase price rounded to the closest cent in your duration calculation