Just need these two, If you can only answer one then please do first one, thanks!

What is the duration (D) of a 2-year bond with a $110 annual coupon (paid annually), $1,000 par, and a yield of 7.7%? Record your answer to the nearest 0.001 years. A bond with a $1,000 par, 6 years to maturity, a coupon rate of 4%, and annual payments has a yield to maturity of 3.7%. What will be the actual percentage change in the bond price if the yield changes instantaneously to 5%? (If your answer is, e.g., 1.123%, enter it as 1.123.)