A 10-year maturity zero-coupon bond selling at a yield to maturity of 7.25% (effective annual yield) has convexity of 157.5 and modified duration of 9.06 years. A 30-year maturity 7.5% coupon bond making annual coupon payments also selling at a yield to maturity of 7.25% has nearly identical duration9.04 yearsbut considerably higher convexity of 251.6. a. Suppose the yield to maturity on both bonds increases to 8.25%. What will be the actual percentage capital loss on each bond? What percentage capital loss would be predicted by the duration-with-convexity rule? (Input all amounts as positive values. Do not round intermediate calculations. Round your answers to 2 decimal places.) Zero Coupon Bond Coupon Bond % Actual Predicted % b. Suppose the yield to maturity on both bonds decreases to 6.25%. What will be the actual percentage capital loss on each bond? What percentage capital loss would be predicted by the duration-with-convexity rule? (Input all amounts as positive values. Do not round intermediate calculations. Round your answers to 2 decimal places.) Zero Coupon Bond Coupon Bond Actual Predicted