Using the Bloomberg YAS screen below, answer the following questions. (1) Compute the Macaulay duration using the modified duration. (2) What is the DV01 of the bond for $1,000 par value? (3) What is the dollar price change for a 50-basis-point decrease in yields for $1,000 par value? You can use the modified duration only. (4) What is the percentage change in price for a 50-basis-point increase in yields for $1,000 par value? You can use the modified duration only.

Yield and Spread Analysis 99 Buy 99 Sell Bond Matures on a SATURDAY WNT 5 1 09/01/35 Corp Settings 136.770/137,516 2.171/2.118 BMRK @ 18:44 No Notes D Yield & Spread 3 Graphs Pricing Description 9 Custom WMT 5! 09/01/35 ( 9311420B7) Risk Spread 56.39 bp vs 1012 08/15/31 Price 1137,546 91-07 21:03:26 O M.Dur Dur Yield 2.117502 st. 1.552590 SA. Risk Wkout 09/01/2035 @ 100.00 Consensus Convexity Settle 107072 10/06/2015 DV. 101 on 1MM Benchmark Risk Risk Hedge Proceeds Hedge Spreads Yield Calculations Invoice ID G-Sprd 35.7 Street Convention 2117502 Face 12 I-Sprd 39.B Equiv 2128711 Principal 10 Basis 12.0 Mmkt (Act/360 Accrued (36 Days) 102-Sprd 45.5 True Yield 21164418 Total (USD) 19 ASW 53.0 Current Yield 3.817 10 OAS 4321 TED N.A. Workout 10.529 14.537 1.356 1.454 8.970 1,6211 1,4171 CAS 10.705 14.781 1.396 1,478 9.133 1,618M 11.000 M 1,375,460.00 5,250,00 1380/10.00 Japon 81 3 Postroll 4525836.600 Bende SS16383.20180Europe 1120 219 2180 2 Scamanu scorront 2:09. Brokorra Sopo Singapore 65 390 SN G416-4832-195 Bloomberg Finance os-oct-21 21 GMT-4:00 44.20 U.S. 1 Copyr! Yield and Spread Analysis 99 Buy 99 Sell Bond Matures on a SATURDAY WNT 5 1 09/01/35 Corp Settings 136.770/137,516 2.171/2.118 BMRK @ 18:44 No Notes D Yield & Spread 3 Graphs Pricing Description 9 Custom WMT 5! 09/01/35 ( 9311420B7) Risk Spread 56.39 bp vs 1012 08/15/31 Price 1137,546 91-07 21:03:26 O M.Dur Dur Yield 2.117502 st. 1.552590 SA. Risk Wkout 09/01/2035 @ 100.00 Consensus Convexity Settle 107072 10/06/2015 DV. 101 on 1MM Benchmark Risk Risk Hedge Proceeds Hedge Spreads Yield Calculations Invoice ID G-Sprd 35.7 Street Convention 2117502 Face 12 I-Sprd 39.B Equiv 2128711 Principal 10 Basis 12.0 Mmkt (Act/360 Accrued (36 Days) 102-Sprd 45.5 True Yield 21164418 Total (USD) 19 ASW 53.0 Current Yield 3.817 10 OAS 4321 TED N.A. Workout 10.529 14.537 1.356 1.454 8.970 1,6211 1,4171 CAS 10.705 14.781 1.396 1,478 9.133 1,618M 11.000 M 1,375,460.00 5,250,00 1380/10.00 Japon 81 3 Postroll 4525836.600 Bende SS16383.20180Europe 1120 219 2180 2 Scamanu scorront 2:09. Brokorra Sopo Singapore 65 390 SN G416-4832-195 Bloomberg Finance os-oct-21 21 GMT-4:00 44.20 U.S. 1 Copyr