Please show your work

A). A bond has a face value of $1000 and coupon payments of $120 annually. Market interest rates are 6%. This bond matures in three years and is selling in the market for (1) $____________. (2) What is this bond's duration? _________

B.) A bank has an average asset duration of 4.7 years and an average liability duration of 3.3 years. This bank has $750 million in total assets and $500 million in total liabilities. This banks leverage-adjusted duration gap is a _____ gap of ____ years.

C.) A bank has an average asset duration of 5 years and an average liability duration of 3 years. This bank has total assets of $500 million and total liabilities of $250 million. Currently, market interest rates are 10 percent. If interest rates fall by 2 percent (to 8 percent), what is this bank's change in net worth? Net worth will ____ by $____ million.

D.) A treasury bill currently sells for $9,876, has a face value of $10,000 and has 66 days to maturity. What is the bank discount rate on this security?

E.) A treasury bill currently selling for $9,765, has a face value of $10,000 and has 63 days to maturity. What is the yield to maturity equivalent on this security?

F.) A bond has a duration of 5.8 years. Its current market price is $1,152. Interest rates in the market are 2 percent today. It has been forecasted that interest rates will rise to 3 percent over the next couple of weeks. How will the bond's price change in percentage terms? The bond's price will ______________ by ______ percent.