A 30 -year maturity bond making annual coupon payments with a coupon rate of 9.5% has duration of 13.53 years and convexity of 258.03 . The bond currently sells at a yield to maturity of 6%. a. Find the price of the bond if its yield to maturity falls to 5%. b. What price would be predicted by the duration rule? c. What price would be predicted by the duration-with-convexity rule? d-1. What is the percent error for each rule? d-2. What do you conclude about the accuracy of the two rules? e-1. Find the price of the bond if its yield to maturity increases to 7%. e-2. What price would be predicted by the duration rule? e-3. What price would be predicted by the duration-with-convexity rule? e-4. What is the percent error for each rule? e-5. Are your conclusions about the accuracy of the two rules consistent with parts (a) - (d)? Answer is not complete. Complete this question by entering your answers in the tabs below. What is the percent error for each rule? (Negative answers should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 2 decimal places.)