A 30 -year maturity bond making annual coupon payments with a coupon rate of 14.0% has duration of 11.36 years and convexity of 186.4. The bond currently selis at a yield to maturity of 8% 2-1. Find the price of the bond if it's yield to maturity fises to 9%. (Do not round intermediote calculations. Round your answer to 2 decimal places.) e-2. What price would be predicted by the duration rule, if it's yield to maturity rises to 9% ? (Do not round intermediote calculations. Round your answer to 2 decimal places.) e-3. What price would be predicted by the duration-with-convexity rule, if it's yield to maturity rises to 9% ? (Do not round intermediate calculations. Round your onswer to 2 decimol places.) e-4. What is the percent error for each rule? (Do not round intermediote calculations. Round "Duration Rule" to 2 decimal places and "Duration-with-Convexity Rule" to 3 decimal places.)