A 9-year maturity zero-coupon bond selling at a yield to maturity of 8.25% (effective annual yield) has convexity of 156.3 and modified duration of 8.06 years. A 30-year maturity 6.5% coupon bond making annual coupon payments also selling at a yield to maturity of 8.25% has nearly identical duration--8.04 years-but considerably higher convexity of 248.2 a. Suppose the yield to maturity on both bonds increases to 9.25%. 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 % % b. Suppose the yield to maturity on both bonds decreases to 7.25%. 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 %