2. A 10-year maturity bond making annual coupon payments with a coupon rate of 10% the bond currently sells at a yield to maturity of 12%. a. What is the price of the bond now at 8% ytm? (2) b. What is the convexity and duration of the bond? (use spreadsheet to calculate) (3) c. What prices for the bond at these new yields would be predicted by the duration rule and the duration-with-convexity rule if f its yield to maturity falls to 9% or rises to 15%