2. (10 pts] Use the duration and convexity for c=5% in the previous question to plot the percentage error in the percentage price change in the mortgage when yields change in the range of -3% to +3%, using a. Duration only, and b. Duration and convexity together. Assume par pricing today. 2. (10 pts] Use the duration and convexity for c=5% in the previous question to plot the percentage error in the percentage price change in the mortgage when yields change in the range of -3% to +3%, using a. Duration only, and b. Duration and convexity together. Assume par pricing today