A 30-year maturity bond making annual coupon payments with a coupon rate of 12.3% has duration of 9.55 years and convexity of 133.7. The bond currently sells at a yield to maturity of 11% a. Find the price of the bond if its yield to maturity falls to 10%. (Do not round intermediate calculations. Round your answer to 2 decimal places.) Price of the bond b. What price would be predicted by the duration rule? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Predicted price c. What price would be predicted by the duration-with-convexity rule? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Predicted price d-1. What is the percent error for each rule? (Enter your answer as a positive value. Do not round intermediate calculations. Round "Duration Rule" to 2 decimal places and "Duration-with-Convexity Rule" to 3 decimal places.) Percent Error Duration-with YTM Duration Rule Convexity Rule 10% d-2. What do you conclude about the accuracy of the two rules? O The duration rule provides more accurate approximations to the actual change in price. O The duration-with-convexity rule provides more accurate approximations to the actual change in price