neec an answer for c and d

Rates. 6. Based on the following information, answer the questions below. Assume each bond pays interest semi-annually. a) Compute the Macaulay and Modified duration for each bond. b) Compute the convexity for each bond. c) Calculate the actual price of each bond if a 100bps increase in interest rates occurs. d) Using duration, estimate the price of each bond if a 100bps increase in interest rates occurs. e) Using both duration and convexity, estimate the price of each bond if a 100bps increase in interest rates occurs. f) Comment on the accuracy of your results in parts d) and e), and state why one approximation is closer to the actual price than the other. g) Compute the approximate duration for each bond by changing yields by 20bps and compare your answer with the Modified duration calculated in part a). h) Compute the approximate convexity for each bond by changing yields by 20bps and compare your answer to the convexity calculated in part b)