Question 4 0/2 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 example if your answer is 5.517, then please write down 5.52. 1.84 et Question 5 0/2 pts Consider a 5% coupon bond with 2 years to maturity and a face value of $100. Assume the bond is trading at a yield of 2%. Approximate the percentage change in price using duration if yield goes down by 36 basis points. Coupons are paid semi-annually. Assume semi-annual compounding. Express your answer in basis points, and round to two decimal places. If your answer is a price decline