Please can you help me to solve and get the solution for these problems.

how to get the solution please help me
for my homework.

question:
1.Find the price of a 10% coupon bond with 10 years to maturity if interest rates:
A) increase by 1%
B) decrease by 1%
C) increase by 1.5%
D) decrease by 1.5%
Find the price of an 8% coupon bond with 30 years to maturity if interest rates:
A) increase by 3/4%
B) decrease by 3/4%
C) increase by 1 1/4%
D) decrease by 1 1/4%

2.A share is valued at present at 80 dollars. In nine months it will give a dividend of 4% of its value at that time.Determine the forward price for delivery in one year given that the rate of interest is 5% a year. my answer is 80.74

3.Calculate approximately the duration of a portfolio containing a cupon bearing-bond which matures in two years with face value 100'000
SEK and pays a 6%-coupon (this means that the coupon is paid every six month at 3% of the face value,) plus a short position of a futures contract with maturity in two years on a three year (at the time of maturity of the futures) 6% coupon-bearing bond (the¯rst coupon payment is six months after the maturity of the futures)
with face value 50'000 SEK. Interest rates are today 5.5% a year with
continuous compounding for any length of duration. my answers.(0.514 years)

Sorry -- but I don't know.

Im not sure either....sorry:(

Sure, I can help you solve these problems and explain how to get the solution.

Question 1:
To find the price of a bond with a coupon rate and maturity, you can use the present value formula. The formula is:

Bond Price = (Coupon Payment / (1 + Interest Rate))^1 + (Coupon Payment / (1 + Interest Rate))^2 + ... + (Coupon Payment + Face Value / (1 + Interest Rate))^N

where:
- Coupon Payment is the annual coupon payment (coupon rate * face value)
- Interest Rate is the current interest rate
- N is the number of years to maturity

For the given options, you need to calculate the bond price for each scenario.

For example, let's calculate the bond price for option A.

Coupon Payment = 10% * face value
Interest Rate = current interest rate + 1%
N = 10 years

Substitute these values into the formula and calculate the bond price. Repeat the process for the remaining options.

Question 2:
To calculate the forward price for delivery in one year, you can use the formula:

Forward Price = Spot Price * (1 + Interest Rate)^(Time)

where:
- Spot Price is the current price of the share
- Interest Rate is the annual rate of interest
- Time is the period until delivery in years

Substitute the given values into the formula and calculate the forward price.

Question 3:
To calculate the duration of a portfolio, you need to consider the duration of each component weighted by its percentage in the portfolio.

The duration of a bond is a measure of its sensitivity to interest rate changes. To find the duration of a bond, you can use the formula:

Duration = (1/2) * (Time to Cash Flow / (1 + Interest Rate))^1 + (1/2) * (Time to Cash Flow / (1 + Interest Rate))^2 + ... + (1/2) * (Time to Cash Flow + Maturity Time / (1 + Interest Rate))^N

where:
- Time to Cash Flow is the time until the next cash flow (in years)
- Interest Rate is the annual interest rate
- Maturity Time is the time to maturity (in years)
- N is the number of cash flows

Calculate the duration for each component (coupon-bearing bond and futures contract) separately using the formula. Then, weight the durations according to the percentage in the portfolio and calculate the overall duration.

I hope this explanation helps you in solving your homework problems. Let me know if you have any further questions!