Consider a 8% coupon bond making annual coupon payments with 4 years until maturity and a yield to maturity of 10%.

1. What is the modified duration of this bond?
2. If the market yield increases by 75 basis points, what is the actual percentage change in the bonds price? [Actual, not approximation]
3. Given that this bonds convexity is 14.13, what price would you predict using the duration-with-convexity approximation for this bond at this new yield?
4. What is the percentage error?

Please show how to do it and use excel if possible. thank you