for the bond described below: calculate the actual price of the bond for a 100 basis point increase in interest rates

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Question: Using both duration and convexity measures, estimate the price of the bond for a 100- basis-point increase in interest rates

ZZZ: Price = $104.055; Par = $100.00; Coupon = 9% (semi); YTM = 8%; Maturity (years) = 5 Annual Modified Duration = 3.9944; Annual Convexity = 19.7636