A 9.5-year maturity zero-coupon bond selling at a yield to maturity of 75% (effective annual yield) has convexity of 1635 and modified duration of 856 years. A 30-year maturity 7% coupon bond making annual coupon payments also selling at a yield to maturity of 75% has nearly identical duration -8.54 years-but considerably higher convexity of 240.5. o. Suppose the yield to maturity on both bonds increases to 8.5%. What will be the actual percentage capital loss on each bond? What percentage capital loss would be predicted by the duration-with-convexity rule? (Input all amounts as positive values. Do not round intermediate calculations. Round your answers to 2 decimal places.) Zero Coupon Bond Coupon Bond Actual Predicted ces b. Suppose the yield to maturity on both bonds decreases to 6.5% What will be the actual percentage capital loss on each bond? What percentage capital loss would be predicted by the duration with convexity rule? (Input all amounts os positive values. Do not round intermediate calculations, Round your answers to 2 decimal places.) Zero Coupon Bond Coupon Bond Actual Predicted S