Consider a 2-year bond whose par value is $1,000 and coupon rate is 4% per year, payable semi-annually. The bond's current price is such that its yield to maturity is 5% p.a., semiannual compounding. Suppose that the yield increases by 0.1% (i.e., from 5% p.a. to 5.10% p.a.). Using the concept of duration, what do you estimate the new bond price to be? What is the actual new bond price