A 30-year maturity bond making annual coupon payments with a coupon rate of 6.5% has duration of 11.73 years and convexity of 199.12. The bond currently sells at a yield to maturity of 9%. Find the price of the bond if its yield to maturity falls to 8% or rises to 10%. (Round your answers to 2 decimal places. Omit the "$" sign in your response.) What prices for the bond at these new yields would be predicted by the duration rule and the duration-with-convexity rule? (Round your answers to 2 decimal places. Omit the "$" sign in your response.) What is the percentage error for each rule? (Negative answers should be indicated by a minus sign. Round your answers to 2 decimal places. Omit the "%" sign in your response.) 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