A 30-year maturity bond making annual coupon payments with a coupon rate of 8.5% has duration of 12.88 years and convexity of 235.95. The bond currently sells at a yield to maturity of 7%. a. Find the price of the bond if its yield to maturity falls to 6%. 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 8%. e-2. What price would be predicted by the duration rule? e-3. What price would