An $8\mathrm{.}000\%$ semi$-$annual coupon corporate bond that matures on $3/15/25,$ is purchased for settlement on $4/15/21.$ The yield to maturity is $6\mathrm{.}333\%$ quoted on a street convention semiannual bond basis $($APR$2).$ Accrued interest is calculated using the $30/360$ day count convention.

$($a$)$ What is the flat $($clean$)$ price of the bond on the SDT$?($use the BA II Plus BOND spreadsheet$)$

$($b$)$ What is the accrued interest on the SDT$?($use the BA II Plus BOND spreadsheet$)$

$($c$)$ How many days are there $($T$)$ in the current coupon period?

$($d$)$ How many days are there $($t$)$ between the last coupon date and the SDT$?$

$($e$)$ What is the bond$$s Macauley Duration on the SDT$?($use the alternative formula given on slide #$50$ of chapter $5$ slides and show your work$).$ Remember to use at least $3$ decimal places.

$($f$)$ What is the modified duration of the bond, to at least $3$ decimal places?

PLEASE HELP!! ANSWER USING BA$2$ PLUS CALCULATOR ONLY