please solve all they are attached.

A 30-year maturity bond making annual coupon payments with a coupon rate of 12% has duration of 11.54 years and convexity of 192.4. The bond currently sells at a yield to maturity of 8%. A. Use a financial calculator or spreadsheet to find the price of the bond if its yield to maturity falls to 7%. (6 points) B. What bond price would be predicted by the duration-with-convexity rule if its yield to maturity falls to 7%? (12 points) C. What is the percent error in the bond price calculated with the duration-with- convexity rule? Would the percent error in the bond price calculated with just the driration rule be greater or smaller compared to the duration-with-convexity rule? (6 points)