A 30-year maturity bond making annual coupon payments with a coupon rate of 15.0% has duration of 9.41 years and convexity of 129.3. The bond currently sells at a yield to maturity of 11%. Required: a. What price would be predicted by the duration rule, if it yleid to maturity falls to 10% ? (Do not round intermediate calculations. Round your answer to 2 decimal places.) b. What price would be predicted by the duration-with-convexity rule, if its yleld to maturity falls to 10% ? (Do not round intermediate calculations. Round your answer to 2 decimal places.)