Consider a bond with annual payments of $100, a principal payment of $1,000 in 10 years and a cost of $1000. The Duration of the bond is 6.759 and the Convexity of the bond is 52.792, assuming a flat yield curve with a 10% yield - to - maturity and annual compounding. Suppose now the flat yield curve shifts up to a 12% yield to maturity. What is the estimated percentage price change using both Duration and Convexity measures? Maximum number of characters (including HTML tags added by text editor): 32,000 Consider a bond with annual payments of $100, a principal payment of $1,000 in 10 years and a cost of $1000. The Duration of the bond is 6.759 and the Convexity of the bond is 52.792, assuming a flat yield curve with a 10% yield - to - maturity and annual compounding. Suppose now the flat yield curve shifts up to a 12% yield to maturity. What is the estimated percentage price change using both Duration and Convexity measures? Maximum number of characters (including HTML tags added by text editor): 32,000