Numerical application for the bonds defined in question $6$ above. An investor considers putting $1,000,000$$ in one of the following $6$ bonds :

Bond A: Coupon $c=5\mathrm{.}0\%,$ life span $n=10$ years

Bond B : Coupon $c=5\mathrm{.}0\%,$ life span $n=15$ years

Bond $C$ : Coupon $c=3\mathrm{.}5\%,$ life span $n=10$ years

Bond D : Coupon $c=3\mathrm{.}5\%,$ life span $n=15$ years

Bond E: Coupon $c=0\mathrm{.}0\%,$ life span $n=10$ years

Bond $F$ : Coupon $c=0\mathrm{.}0\%,$ life span $n=15$ years

We provide below the unit prices of these bonds for different values of the interest rate $r$ between $3\mathrm{.}3\%$ and $5\mathrm{.}5\%,$ as obtained by applying the formula found in question $5$ above:

check table in Table in picture

We assume that the current value of the interest rate $r$ is $4\mathrm{.}3\%.$ If the investor puts the entirety of his $1,000,000$$ in one of these bonds, which one should he select if following his purchase, the interest rate were to vary stightly, say move from $4\mathrm{.}3\%$ to $4\mathrm{.}2\%?$ What would be the profit or loss in each case? $($Take the numbers from the figure$)$