A 9-year maturity zero-coupon bond selling at a yield to maturity of 775\% (effective annual yield) has convexity of 169.5 and modified duration of 8.06 years. A 30 -year maturity 7.5% coupon bond making annual coupon payments also selling at a yleld to maturity of 775% has nearly identical duration -8.04 years - but considerably higher convexity of 257.5 a. Suppose the yield to maturity on both bonds increases to 875%. 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.) b. Suppose the yield to maturity on both bonds decreases to 6.75%. 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 omounts as positive values. Do not. round intermediote calculations. Round your answers to 2 decimal places.)