Assume that the ABC corporation has issued $1 million in face value of a floating rate note. It matures on April 15, 2020. It pays coupons every 3 months on January 15, April 15, July 15, and October 15. The coupon formula is 3 Month LIBOR + 1.5%. The current settlement date for a trade is April 10, 2020. The last coupon payment date and formula reset date was January 15, 2020. On that date 3 Month LIBOR was set at 0.75%. That means there are 5 days left to the next coupon payment date/coupon rest date, and that 86 days have passed since the last payment date on January 15, 2020. a. What is the total size of the coupon payment that the ABC corporation must pay on April 15, 2020? b. What is the modified interest rate duration of this bond on April 10, 2020? Assume that the ABC corporation has issued $1 million in face value of a floating rate note. It matures on April 15, 2020. It pays coupons every 3 months on January 15, April 15, July 15, and October 15. The coupon formula is 3 Month LIBOR + 1.5%. The current settlement date for a trade is April 10, 2020. The last coupon payment date and formula reset date was January 15, 2020. On that date 3 Month LIBOR was set at 0.75%. That means there are 5 days left to the next coupon payment date/coupon rest date, and that 86 days have passed since the last payment date on January 15, 2020. a. What is the total size of the coupon payment that the ABC corporation must pay on April 15, 2020? b. What is the modified interest rate duration of this bond on April 10, 2020