Bond 1   Yield to Maturity 10% Coupon rate 14% Maturity (Years) 12 Face value 1,000 Construct a Two-Way Data Table to demonstrate the impact of the coupon rate and the time to maturity on the bond’s duration using: Coupon Rates of 0%, 5%, 10%, 15%, and 20%. Maturities of 2 years, 4 years, 6 years, 8 years, and 10 years. How is a bond’s duration impacted by varying the coupon rate? How is a bond’s duration impacted by varying the time to maturity? What implications would these impacts have for a bond investor if interest rates change? Please use excel to show work

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