Question mo part b (4 marks) suppose you have the following 2 bonds Bond 1: IS a 2 year 8% coupon bond which pays coupons annually and has a duration of 1.885 years. Bond 2: IS a zero coupon bond with 1.885 years to maturity. suppose there is a parallel shift in the yield curve so the yield changes from its current value of 10% to 11.05%. calculate the % change in the prices of these two bonds using the duration. Which if either of the wo bond prices is most affected by this change in the yield.