Coupen - A% Vield 10 maturity 750% Macaulay carntion - 0.01 yedrs Cociventy -79.57 Noncallabie Mwurse bond pays anterest semarnually, the only the data provided in the table above (in the problem statement) for your calculatons your answer to tapo decimal glaces, lise a minsis sugn to enter ergative volue, if any Perientage ctunge in pence. When rou are dealing with larce vield chanoes to caiculate move precise bond price change on pnce change. Percentage change in prace: Percentage change in price: d. Dscuss (without calculatans) what would tiapoen ta vour eatimate of the prite zhange if this was a callable bond. When rases decline, the prise of callable bond increases at a ise than the price of noncallatie bond. in the problem statement) for your calculations. ssuming its yield to maturity increased by 200 basis points. Do not round intermediat fany. price change in price change. s yield to ma ermediate calculation convexity in the computation, once again assuming that its yield to maturity declined aces. Use a minus sign to enter negative value, if any. ns. Round your answer to two decimal places. Use a minus % would happen to your estimate of the price change if this was le bond increases at a rate than the price onnoncalla slower higher