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We nome The Wall Street Jo... Citations & Bibliog Chi Question 1 5 pts Time Elaps Attempt due: 2 Hours, 4C 1. Rank the following debt obligations in terms of how much value they would lose if interest rates rise. Assume these bonds have no credit risk, since they are Treasuries. Rank 1 is for the bond that loses the most value; rank 6 is for the bond that loses the least value. ogs 25 A 15-year Treasury bond, semi-annual pay. with a coupon rate of 15% 1 borts A one-month Treasury Bat 6 A 15-year Treasury bond, semi-annual pay, with a coupon rate of 12% 2 Question 2 5 pts Calculate the modified duration for a 24 year, 6.14% coupon bond with a yield to maturity of 9.11%. Assume the bond pays interest semi-annually and has a par value of $100. Use a 20 basis point change as the annual change in rate for the duration calculation, and round all intermediate calculations to four digits. The modified duration is 10.4012 D Question 3 3 pts Assume that a bond has a price of 89.86 and a modified duration of 5.23. Estimate the bond's price if interest rates drop by 1 basis points. Round your answer to two decimal places. 89.907 D Question 4 5 pts Calculate the modified duration for a 12 year, 14.21% coupon bond with a yield to maturity of 9.60%. Assume the bond pays interest semi-annually and has a par value of $100. Use a 20 basis point change as the annual change in rate for the duration calculation, and round all intermediate calculations to four digits. The modified duration is

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