[6 Points] Use a diagram with yield to maturity y on the horizontal axis and bond price B(y) on the vertical axis to explain why, for a change in yield to maturity , the new bond price using the duration approximation B*(y+E) is always less than the actual bond price B(y+). Ensure that your diagram is clearly labeled and is easily understood. [6 Points] Use a diagram with yield to maturity y on the horizontal axis and bond price B(y) on the vertical axis to explain why, for a change in yield to maturity , the new bond price using the duration approximation B*(y+E) is always less than the actual bond price B(y+). Ensure that your diagram is clearly labeled and is easily understood