A $20-$year bond priced to have an annual effective yield of $10\%$ has a Macaulay

duration of $11.$ Immediately after the bond is priced, the market yield rate increases by

$0\mathrm{.}25\%.$ Calculate the bond$$s approximate percentage price change,

$1.$ by using a first$-$order Macaulay approximation, and

$2.$ by using a first$-$order modified approximation.