I need a second opinion on the below two problems. I will NOT use your
answers to plagiarize mine. Rather, I will use your answers to
evaluate mine. Thank you in advance for any on-line teaching
assistance.

25.4 You enter into a forward contract to buy a 10-year, zero-coupon
bond that will be issued in one year. The face value of the bond is
$1,000, and the 1-year and 11-year spot interest rates are 3 percent
per annum and 8 percent per annum, respectively. Both of these
interest rates are expressed as effective annual yields (EAYs).

a. What is the forward price of your contract? The current price of
the bond is $428.88 [= $1,000 / (1.08)^11 ]. Forward Price =
$428.88(1.03) = $441.75

b. Suppose both the 1-year and 11-year spot rates unexpectedly shift
downward by 2 percent.
What is the price of a forward contract otherwise identical to yours?
Given these changes, the current price of the bond increases to
$526.79 [= $1,000 / (1.06)^11]. Forward Price = $526.79(1.01) =
$532.06

(I NEED THE FOLLOWING FOUR CONCEPTUAL QUESTIONS ANSWERED FOR 25.4) 
1. What financial concept or principle is the problem asking you to solve? 
2. In the context of the problem scenario, what are some business
decisions that a manager would be able to make after solving the
problem?
3. Is there any additional information missing from the problem that
would enhance the decision-making process?
4. Without showing mathematical calculations, explain in writing how
you would solve the problem.

10.32 A portfolio that combines the risk-free asset and the market
portfolio has an expected return of 25 percent and a standard
deviation of 4 percent. The risk-free rate is 5 percent, and
the expected return on the market portfolio is 20 percent. Assume the
capital-asset-pricing model holds. What expected rate of return would
a security earn if it had a 0.5 correlation with the market portfolio
and a standard deviation of 2 percent? If the correlation between the
returns on Stock A and Stock B is 0.5, the standard deviation of the
portfolio is 14.42%. If the correlation between the returns on Stock A
and Stock B is -0.5, the standard deviation of the portfolio is
10.58%. As Stock A and Stock B become more negatively correlated, the
standard deviation of the portfolio decreases.


(I NEED THE FOLLOWING FOUR CONCEPTUAL QUESTIONS ANSWERED FOR 10.32) 
1. What financial concept or principle is the problem asking you to solve? 
2. In the context of the problem scenario, what are some business
decisions that a manager would be able to make after solving the
problem?
3. Is there any additional information missing from the problem that
would enhance the decision-making process?
4. Without showing mathematical calculations, explain in writing how
you would solve the problem.