Could you please show the answers clearly! :)

A 11-year maturity zero-coupon bond selling at a yield to maturity of 5.75% (effective annual yield) has convexity of 171.9 and modified duration of 10.06 years. A 30-year maturity 9.5% coupon bond making annual coupon payments also selling at a yield to maturity of 5.75% has nearly identical duration - 10.04 years - but considerably higher convexity of 264.3. a. Suppose the yield to maturity on both bonds increases to 6.75%. What will be the actual percentage capital loss/gain on each bond? What percentage capital loss/gain would be predicted by the duration-with-convexity rule? (Input all amounts as positive values. Do not round intermediate calculations. Round your answers to 2 decimal places. Omit the "%" sign in your response.) b. Suppose the yield to maturity on both bonds decreases to 4.75%. What will be the actual percentage capital loss/gain on each bond? What percentage capital loss/gain would be predicted by the duration-with-convexity rule? (Input all amounts as positive values. Do not round intermediate calculations. Round your answers to 2 decimal places. Omit the "%" sign in your response.)