Question 1 We consider a base-case bond with maturity 8 years, a 5% annual coupon rate, a 5% YTM (with annual compounding frequency) and a $100 face value. 1. Holding the maturity and the YTM of this bond constant, compute its duration, $duration and modified duration by giving different values to the coupon rate between 2 and 8%. 2. Holding the coupon rate and the YTM of this bond constant, compute its duration, $duration and modified duration by giving different values to the maturity between 5 and 11 years. 3. Holding the maturity and the coupon rate of this bond constant, compute its duration, $duration and modified duration by giving different values to the YTM between 2 and 8%. Question 1 We consider a base-case bond with maturity 8 years, a 5% annual coupon rate, a 5% YTM (with annual compounding frequency) and a $100 face value. 1. Holding the maturity and the YTM of this bond constant, compute its duration, $duration and modified duration by giving different values to the coupon rate between 2 and 8%. 2. Holding the coupon rate and the YTM of this bond constant, compute its duration, $duration and modified duration by giving different values to the maturity between 5 and 11 years. 3. Holding the maturity and the coupon rate of this bond constant, compute its duration, $duration and modified duration by giving different values to the YTM between 2 and 8%