Calculate the percentage price change for $4$ bonds with different annual coupon rates $(5\%$ and $10\%)$ and different maturities $(3$ years and $10$ years$),$ starting with a common $7\mathrm{.}5\%$ YTM $($with annual compounding frequency$),$ and assuming suc$-$ cessively a new yield of $5\%,7\%,7\mathrm{.}49\%,7\mathrm{.}51\%,8\%$ and $10\%.$