Assignment 2-2. There are three bonds on a fixed income market: 1) Bond A is a newly issued classical coupon bond with fixed coupon rate of 5.0%, nominal value of 1000 Euros, and maturity period of 5 years (from today). Interests on principal are accrued annually but will be paid on a redemption date. 2) Bond B is a perpetual bond. The next coupon payment in amount of 45 Euros will be made in one year; coupon payments will increase by 0.40% each year. 3) Bond C is a newly issued discount bond with maturity period of 10 years and nominal value of 2000 Euros. - Find market prices and durations of bonds A, B, and C. Market interest rate is currently 4.50%. - Suppose there is a portfolio ABC in which the value of each bond equals 1/3 of a total portfolio value. How will duration of the portfolio ABC change one year from now if market interest rate increases by 0.5 percentage points by that moment