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A 30 -year maturity bond making annual coupon payments with a coupon rate of 14.08 has duration of 10.04 years and convexity of 1471 The bond currently sells at a yield to maturity of 10% Required: a. Find the price of the bond if its yield to maturity falls to 996 . (Do not round intermediate calculations. Round your answer to 2 decimal places.) b. What price would be predicted by the duration tule, if its yield to maturify falls 109% (Do not round intermediate calculations. Round your answer to 2 decimal places.) c. What price would be predicted by the duration-with-convexity rule, if its yield to maturify falls to 99% (Do not round intermediate calculations. Round your answer to 2 decimal places.) d1. What is the percent error for each rule, if its yleld to maturity falls to 99 ? (Enter your answers as a positive value. Do not rounc intermediate calculations. Round "Duration Rule' to 2 decimal places and 'Duration-with-Convexity Rule" to 3 decimal places. c1. What is the percent error for each rule, if its yleid to maturity falls to 9% ? (Enter your answers as a positive value intermediate calc ulations. Round "Duration Rule' to 2 decimal places and 'Duration-with-Convexity Rule' to 3 d at 2 What do you conclude sbout the accuracy of the two rules? The duration-with-convexity rule provides more accurate approximations to the sctual change in price The duration rule provides more accur ate approximations to the actual change in price. e-1. Find the price of the bond if it's yield to maturity fises to 11%. (Do not round intermecliate calc ulations. Round yot decimal places.) e-2. What price would be predicted by the durstion rule. if it's yield to maturity tises to 11% ? (Do not round intermecliat Round your answer to 2 decimal places.) e-3. What price would be predicted by the duration-with-convexity rule, if it's yleld to maturity is calculations. Round your answer to 2 decimal places.)