As a financial analyst at Wells Fargo, you are examining the impact of the yield change on the bond price. A bond has a duration of 10 years, a yield of 10%, a convexity of 120, and a market price of $1,100. Suppose the market yield decreases by 50 basis points. Please choose all correct answers. Please note that each incorrect answer will reduce the score by 10%.

a. The bond price after the yield decline predicted by the duration with convexity formula is $1,156 to $1,157

b. The percentage change in the bonds price by the duration only formula is 4.60% to 4.70%.

c. The bond price after the yield decline by the duration only formula is $1,200

d. The bond price after the yield decline by the duration only formula is $1,150

e. The bond price after the yield decline predicted by the duration with convexity formula is $1,152 to $1,154

f. The bond price after the yield decline by the duration only formula is $1,100

g. The bond price after the yield decline predicted by the duration with convexity formula is $1,150 to $1,152

h. The percentage change in the bonds price by the duration with convexity formula is 5.2%

i. The percentage change in the bonds price by the duration only formula is 4.40% to 4.50%.

j. The percentage change in the bonds price by the duration with convexity formula is 4.9%

k. The percentage change in the bonds price by the duration only formula is 4.50% to 4.60%.

l. The percentage change in the bonds price by the duration with convexity formula is 4.5%