$2.$ Calculate the requested measures for bonds A and B $($assuming that each bond pays interest semiannually$)$:

A B

Coupon $8\%9\%$

Yield to maturity $8\%8\%$

Maturity $($years$)25$

Par $$100$ $$100$

Price $$100$ $$104\mathrm{.}055$

A$.$ Price value of a basis point

B$.$ Macaulay duration

C$.$ Modified duration

D$.$ Effective duration $$ assuming yields change by $20$ basis points

E$.$ Convexity measure

F$.$ Effective convexity $$ assuming yields change by $20$ basis points