please I need the answer to complete this be clear. thanks.

A 1275 -year-maturity zero-coupon bond selling at a yleld to maturty of 8% (effective annual yeld) has convexity of 150.3 and modified duration of 11.81 years. A 30-year maturtyy 6% coupon bond making annual coupon payments also selling at a yield to maturity of 8% has nearly identical modified duration-11.79 years - but considerably higher convexty of 231.2 Required: a. Suppose the yleld to maturty on both bonds Increases to 9% 1. What will be the actual percentage capltal loss on each bond? II. What percentage capltal loss would be predicted by the duration-with-convextry rule? (Do not round Intermediate calculatlons. Round your answers to 2 dedmal places.) b. Suppose the yleld to maturity on both bonds decreases to 7% 1. What will be the actual percentage capital gain on each bond? II. What percentage capital gain would be predicted by the duration-with-convexity rule? (Do not round Intermediate calculations. Round your answers to 2 declmal places.)