You have a 2.5%, 2-year coupon-paying bond with a face value of £1,000. The yield to maturity is 2% per year and yields

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You have a 2.5%, 2-year coupon-paying bond with a face value of
£1,000. The yield to maturity is 2% per year and yields are paid
semi-annually. (i) Suppose the bond paid the last coupon 35 days
ago and the next coupon payment is due in 147 days.
1) What would be the invoice price?
2) Use the duration approximation to calculate the approximate
price change if the yield to maturity increase by 0.5%. What is the
approximation error?