Snyder Investments has purchased a 30-year bond making annual coupon payments with a coupon rate of 12% and a duration of 11.54 years. The bond has a convexity of 192.4: It currently sells at a yield to maturity of 8% The current price of the bond is $ Select) by If the yield to maturity drops to 7%, the value of the bond will [Select] [Select) %. If you use the duration rule, you predict that the price of the bond will change by 1 Select) %. If you employ the duration-with-convexity rule, you predict that the price will change by Select) %