i need help with a,b,c,d1,and e4

A 30-year-maturity bond making annual coupon payments with a coupon rate of 9.2% has duration of 10.46 years and convexity of 160.31 . The bond currently sells at a yield to maturity of 10% Required: a. Find the price of the bond if its yield to maturity falls to 9% b. What price would be predicted by the duration rule? c. What price would be predicted by the duration-with-convexity rule? d-1. What is the percent error for each rule? d-2. What do you conclude about the accuracy of the two rules? e-1. Find the price of the bond if its yleld to maturity increases to 11% e-2. What price would be predicted by the duration rule? e-3. What price would be predicted by the duration-with-convexity rule? e-4. What is the percent error for each rule? e.5. Are your conclusions about the accuracy of the two rules consistent with parts (a) - (d)? Complete this question by entering your answers in the tabs below. Find the price of the bond if its yield to maturity falls to 9%. Note: Do not round intermediate calculations. Round your answer to 2 decimal places