PLEASE HELP

A 13.5-year maturity zero-coupon bond selling at a yield to maturity of 8.75\% (effective annual yield) has convexity of 168.3 and modified duration of 12.56 years. A 30-year maturity 6.5% coupon bond making annual coupon payments also selling at a yield to maturity of 8.75% has nearly identical duration-12.54 years-but considerably higher convexity of 254.1. a. Suppose the yield to maturity on both bonds increases to 9.75%. What will be the actual percentage capital loss on each bond? What percentage capital loss would be predicted by the duration-with-convexity rule? (Input all amounts as positive values. Do not round intermediate calculations. Round your answers to 2 decimal places.)