呵呵，我是第一个

1. 30 years is the maturity of bond. 10% is coupon rate of the bond which differs from yield. so in this case, we need to know not only the data mentioned above, but also the PV, YTM (yield to maturity), modified duration.
2.T-bill in the USA is sold at $1,000, and in the UK is 100 pounds. the coupon is fixed,but YTM could be changed. if an increase of YTM lead to a decrease of bond price. therefore, to calculate the PV, and to give a comparison between PV and FV ($1000 in the USA or 100 pounds in the UK).
3. buyers will have the advantage of that if the PV is much less than the FV, vice versa. talking about duration, the larger the duration number, the greater the IR risk or reward for bond price.
4, there also are two types of bond, called callable or non-callable bond.

anyway, hoping it is helpful. apologies of that i cannot use chinese keyboard, if you suffer in reading ENGLISH, translate it.
NOTE: BOND IS COMPLICATED, IF YOU WANT TO UNDERSTAND MORE, YOU NEED EXTRA EFFORTS URSELF INSTEAD OF ASKING OTHERS. ADDITIONALLY, I AM NOT VERY GOOD AT BOND AREA, IF THERE ARE SOME MISTAKES, PLS IGNORE THEM, AND APOLOGIES TO YOU .

我不会，不会。。。

1.熊市影响投资者持有的债券市场价格，如果你买入的时候持有期收益率为10%，现在的收益率是16%，你买入的价格代表的收益率对于现在而言没有吸引力，债券价格必然下跌，直到收益率变为16%。如果你持有到期，则收益率还是10%。
2.如果持有到期是没有意义，但如果你买的时候收益率是10%，现在收益率为3%，市场价格必然上升，相对于你买的时候，现在不就是牛市吗？
3.回报率考虑了市场价格变动导致的价差收益，对于长期债券，收益率的微小变动可能导致价格大幅变动，如果同时考虑利息与价差，即使收益率从3%下降到2.2%，也可能带来9%的回报率。

我发表下愚见，希望对楼主有帮助。

1.这里应该考虑到通货膨胀率。假设每年的通货膨胀率为2%，那么到期10%的收益率实质上是负收益。
2.债券的牛市和熊市是相对于债券价格而言的。
3.到期收益率3%就是利息，但是债券在期间的价格波动则可能远超3%，因此，回报率超过9%主要是从价格的波动中获得。债券价格短期大幅波动的主要原因是资金和投资者心理造成的，而中长期来看，价格将会向价值回归。