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1) IT is April 20, 2017. You have a $10,000 semi-annual bond with a coupon rate of 6.875% which matures March 3, 2043. The bond is priced to yield 6.750%, the duration is 12.41 years, and the convexity is 223.72 years squared. Using a duration estimate only, we predict that if market yields increase by 100 basis points then the price of this bond will decrease by The convexity correction is calculated as So the total decrease in price is predicted to be