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Problem 3 [6 points]: Consider 1-factor model and assume that the price ofa certain fixed income security P{y) for y=6%, 6.08% and 5.92% is given by P(0.06)=$20,000; P[0.0608}2519,800; P(0.0592)=s20,230. a) {3 points} Find the estimate for DV01, Duration, and Convexity of this security. Keep at least 4 decimal digits while performing your calculations. in) (3 points) Using the Taylor' secondorder approximation, estimate the price of the security when y=6.2%. Round your answer to the nearest cent. Problem 4 [3 points]: Consider 1-factor parallel yield shift model with a at structure of forward rates y. Assume currently y=3%. How many 5year zerocoupon bonds you need to sell to hedge a portfolio of 1000 of 9year zerocoupon bonds. Round your answer to the nearest integer number of bonds