A 13-year maturity zero-coupon bond selling at a yleid to maturity of 9% (effective annual yield) has convexity of 174.3 and modified duration of 12.06 years. A 30 -year maturity 7% coupon bond making annual coupon payments also selling at a yield to maturity of 9% has nearly identical duration -12.04 years-but considerably higher convexity of 271.1. a. Suppose the yield to maturity on both bonds increases to 10%. 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.)