Fixed Income: Impact of Yield and Coupon on Duration and DV01 (FRM T4-39)

The previous videos in this playlist have illustrated how we calculate the two most popular measures of single-factor interest rate sensitivity, that is duration and dv01, also called price value of the basis point. Now, knowing how these calculations work we will apply them to understand some of the relationship dynamics that aren't necessarily intuitive. Specifically, we'll look at what are the impact of (1) yield (2) coupon and (3) maturity on duration and price value of the basis point.
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[@cheskymalamud4251]

Hi I was wondering how do you calculate the price of a bond with just the coupon and the years to maturity?
For example a bond with a coupon of 1.75% and 3 years to maturity.