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% or rises to 12%. (Do not round intermediate calculations. Round your answers to 2 decimal places.) What prices for the bond at these new yields would be predicted by the duration rule and the duration-with-convexity rule? (Do not round intermediate calculations. Round your answers to 2 decimal places.) What is the percent error for each rule? (Do not round intermediate calculations. Round "Duration Rule" to 2 decimal places and "Duration-with-Convexity Rule" to 3 decimal places.) What do you conclude about the accuracy of the two rules? The duration-with-convexity rule provides more accurate approximations to the actual change in price. O The duration rule provides more accurate approximations to the actual change in price