1. If you have a bond with yield-to-maturity 8%. The approximate modified duration is 9 and approximate convexity is 105. What is the estimated Delta in price resulting from a 100 bps decrease in the yield-to-maturity? How much of that adjustment is due to convexity?

states above

What is the estimated Delta in price resulting from a 100 bps decrease in the yield-to-maturity? How much of that adjustment is due to convexity?