Consider two zero coupon bonds. Both have face values of $1,000. Bond A pays its face value in 3 years, and Bond B pays its face in 7 years. If interest rates change from 10% to 7.5%. what B the percentage change in the long mutuality Bond price minus the percentage change in the short maturity bond's price? The percentage change in the long maturity bonds price minus the percentage change in the short maturity bonds price is %. (Round to two decimal places.)