Hello! Please stop reporting my question for missing info :( that's the only thing included in my practice sheet :( would it be possible for you to just skip if no answer, thank you! I am studying about bond duration, convexity etc. I need help understanding how it is done. Please show very detailed step by step solutions. I'm not very good at finance so I need it to be extremely detailed. These questions are from my practice set. DEF Corporation Limited bought a bond on January 1 1995. On that date, the bonds with similar risk and features were trading at a yield of 4.5%. The company bought the bond at 105 Requirements: 1. What is the coupon rate of the bond on January 1 2020? 2. Build the complete amortization table of the bond. 3. Calculate the Macaulay Duration of the bond. 4. Calculate the Modified Duration of the bond. 5. If bond yields were to increase by 50 basis points, by how much (in %) would the bond price change? Use only the duration method. 6. If bond yields were to increase by 50 basis points, by how much (in $) would the bond price change? Use only the duration method. 7. If bond yields were to decrease by 50 basis points, by how much (in %) would the bond price change? Use only the duration method. 8. If bond yield were to decrease by 50 basis points, by how much (in $) would the bond price change? Use only the duration method. 9. Calculate the convexity of the bond. 10. If bond yields were to increase by 50 basis points, by how much (in %) would the bond price change? Use both the duration and convexity. 11. If bond yields were to increase by 50 basis points, by how much (in $) would the bond price change? Use both the duration and convexity. 12. If bond yields were to decrease by 50 basis points, by how much (in %) would the bond price change? Use both the duration and convexity. 13. If bond yield were to decrease by 50 basis points, by how much (in $) would the bond price change? Use both the duration and convexity