How do you solve (show work) for the "New Price with Macaulay Duration and Convexity" and the "New Price with Effective Duration and Convexity?"

There was a typo and it's NOT supposed to be "modified." supposed to be "New Price with EFFECTIVE duration and convexity."

You have a bond with 27 years to maturity, a semiannual coupon rate of 7 percent and a market interest rate of 6.1 percent. Calculate the Macaulay, modified, and effective durations. What is the new expected bond price if the YTM rises by 75 basis points using Macaulay duration and convexity? 27 Maturity Coupon YTM Interest rate change 7.00% 6.10% 0.75% Macaulay duration half years 26.416242 13.2081 years P+ P- $1,118.412298262 $1,116.980206320 $1,119.847190514 Actual new price $1,018.34 Convexity 250.3827 Modified duration 12.8172 New price with Macaulay duration and convexity Price change $ (99.64) New price $ 1,018.78 vo V- $1,118.41 $1,234.27 $1,018.34 V+ New price with modified duration and convexity Price change $ (100.82) New price $ 1,017.59 Effective duration Effective convexity 12.8712 125.5278 You have a bond with 27 years to maturity, a semiannual coupon rate of 7 percent and a market interest rate of 6.1 percent. Calculate the Macaulay, modified, and effective durations. What is the new expected bond price if the YTM rises by 75 basis points using Macaulay duration and convexity? 27 Maturity Coupon YTM Interest rate change 7.00% 6.10% 0.75% Macaulay duration half years 26.416242 13.2081 years P+ P- $1,118.412298262 $1,116.980206320 $1,119.847190514 Actual new price $1,018.34 Convexity 250.3827 Modified duration 12.8172 New price with Macaulay duration and convexity Price change $ (99.64) New price $ 1,018.78 vo V- $1,118.41 $1,234.27 $1,018.34 V+ New price with modified duration and convexity Price change $ (100.82) New price $ 1,017.59 Effective duration Effective convexity 12.8712 125.5278