A 4-year 12% coupon bond has a yield of 10%. (a) What are its Macaulay Duration, Modified duration, and convexity (I do not mean effective convexity) (b) What is the actual price change, Modified Duration predicted price change and Modified Duration + convexity predicted change in price for an increase of 50 basis point in the yield. Assume a flat term structure before and after the increase and annual coupons. (Note: For convexity do not use effective convexity measure)