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A 30-year maturity bond making annual coupon payments with a coupon rate of 10.2% has duration of 1103 years and convexity of 176 83. The

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A 30-year maturity bond making annual coupon payments with a coupon rate of 10.2% has duration of 1103 years and convexity of 176 83. The bond currently sells at a yield to maturity of 9% a. Find the price of the bond if its yield to maturity falls to 8%. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Price of the band b. What price would be predicted by the duration rule? (Do not found intermediate calculations, Round your answers 10 2 decimal places.) Predicted new price (duration rule) c. What price would be predicted by the duration-with-convexity rule? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Predicted new price (duration with convexity rule) d-1. 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.) Duration Rule Duration with Convexity Rule Percentage of d-2. What do you conclude about the accuracy of the two rules? The duration with convexity rule provides more accurate approximations to the true change in price The duration rule provides more accurate approximations to the true change in price e-1. Find the price of the bond if its yield to maturity increases to 10%. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Price of the bood e-2 What price would be predicted by the duration rule? (Do not round intermediate calculations, Round your answers to 2 decimal places.) Predicted new price (duration rule) -3. What price would be predicted by the duration-with-convexity rule? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Predicted new price (duration with convexity rule) -4. What is the percent errat for each role? (Negative answers should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 2 decimal places e-2 What price would be predicted by the duration rule? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Predicted new price (duration rule) e-3. What price would be predicted by the duration with convexity rule? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Predicted new price (duration with convexity rule) 2-4. 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.) Duration Rule Duration with Convexity Rule Percentage of % .-5. Are your conclusions about the accuracy of the two rules consistent with parts (a) - (d)? Yes No

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