A 30-year, 4% semi-annual coupon bond selling to yield 10%. Suppose the interest rate instantaneously increases from 10% to 10.10%, then what is the approximately price change estimated using duration? What is the actual price change? Is there any difference? Explain. Now suppose the interest rate instantaneously increases from 10% to 13%, then what is the approximately price change estimated using duration? What is the actual price change? Is there any difference? Explain. If the convexity of the bond is 95, what is the approximate percentage price change estimated using duration and convexity, if the interest rate increases from 10% to 13%? What is the actual percentage price change? Is there any difference? Explain.