Please explain each question step by step, thanks enough info

1. Bond prices and their sensitivity to interest rates Calculate the prices of the following risk-free bonds if the market interest rate is 10% APR compounded semiannually. (a) A 10-year zero coupon bond that has a face value of 1,000. (b) A 10-year bond that has a coupon rate of 8% and a face value of 1,000. Coupons are paid semi-annually. Suppose that the market interest rate, unexpectedly, goes up to 12% from 10%. Which bond's price is affected more as a result of the interest rate shift and why? 2. Coupon rates and YTM A 1-year coupon bond is selling for 95.35% of its face value. This bond makes semiannual coupon payments and has a yield to maturity of 10% APR compounded semiannually. Find the coupon rate of this bond. And, before finding it guess whether it is higher or lower than 10% per annum paid semiannually. 3. Calculating YTM approximately by trial-end-error A 5-year zero coupon bond is trading for 75% of its face value. Find this bond's yield to maturity approximately by trial-and-error. (Hint: Use 5% per annum for trial and calculate the bond's price. Then, think about whether you should use a larger or a smaller rate for your next trial.) your initial 4. Bond prices and remaining time to maturity What happens to the price of a zero coupon bond as the bond nears its maturity