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Bond price sensitivity when bonds with an initial low market rate increase by 1%. Calculate the price of the bonds from Period 1 to Period 2 with the following data: Assume C/Y = 2 [semiannual coupons] State all calculated bond prices as positive numbers. a semiannual coupons with a Face = $1,000 Initial market rate of bond = 3% Coupon Maturity (Years) Rate 5 30 Period 1 3% 6% 9% bj semiannual coupons with a Face = $1,000 Two days later, market rate changed to 4% Coupon Maturity (Years) Rate 5 30 Period 2 3% 6% 9% C) %4 in bond price from Period 1 to 2 when market rate changes from 3% -+ 4% Coupon Maturity (Years) Rate 5-year 30-year 3% 6% 9%