Question 3 2 pts What is the Macaulay duration in years of a 8% coupon bond with 2 years to maturity and a face value of $100? Assume the bond is trading at a yield of 8%, and that coupons are paid semi-annually. Assume semi-annual compounding. Round your answer to decimal places. For example if your answer is 5.517, then please write down 5.52. 1.88 Question 4 2 pts What is the modified duration in years of a 6% coupon bond with 2 years to maturity and a face value of $100? Assume the bond is trading at a yield of 4%, and that coupons are paid semi-annually. Assume semi-annual compounding. Round your answer to decimal places. For Question 3 2 pts What is the Macaulay duration in years of a 8% coupon bond with 2 years to maturity and a face value of $100? Assume the bond is trading at a yield of 8%, and that coupons are paid semi-annually. Assume semi-annual compounding. Round your answer to decimal places. For example if your answer is 5.517, then please write down 5.52. 1.88 Question 4 2 pts What is the modified duration in years of a 6% coupon bond with 2 years to maturity and a face value of $100? Assume the bond is trading at a yield of 4%, and that coupons are paid semi-annually. Assume semi-annual compounding. Round your answer to decimal places. For