An Italian bank holds a large position in a $7\mathrm{.}25\%$ annual coupon payment corporate bond that matures on $4$ April $2029.$ The bond's yield$-$to$-$maturity is $7\mathrm{.}44\%$ for settlement on $27$ June $2014,$ stated as an effective annual rate. The settlement date is $83$ days into the $360-$day year using the $\frac{30}{360}$ day counting method.

$($NOTE: Use $6$ decimal places in your calculator when you calculate!$)$

$7.$ Calculate the full price of the bond per $100$ of par value.

$8.$ Calculate the approximate modified duration and approximate convexity using a $0\mathrm{.}01\%$ increase and decrease in the YTM$.$

$9.$ Calculate the estimated percentage price change using only the modified duration and using a $100bp(1\%)$ increase in the YTM$.$

$2$

$10.$ Calculate the estimated convexity$-$adjusted percentage price change resulting from a $100bp(1\%)$ increase in the YTM$.$