$31-$ internet research $-$ what are the current CD yields for $3$mo$,6$mo$,1$ yr$,3$yr and $5$ yr CD$\text{'}$s$?$ What does this current yield curve tell you? It is a very odd yield curve $-$ do not give me the investopedia definition of the yield curve $($internet research $-$ bankrate.com may help$).$

Two bonds are available for purchase in the financial markets. The first bond is a two$-$year, $$1,000$ bond that pays an annual coupon of $10\%.$ The second is a two$-$ year, $$1,000,$ zero$-$coupon bond.

What is the duration of the coupon bond if the current yield to maturity is $8\%?10\%?12\%?$

How does the change in current yield to maturity affect the duration of this coupon bond?

Calculate the duration of the zero coupon bond with a yield to maturity of $8\%,10\%,$ and $12\%.$

How does the change in the yield to maturity affect the duration of the zero$-$coupon bond?

Why does the change in the yield to maturity affect the coupon bond differently than it affects the zero coupon bond?