The company has a duration of a $1,000, 6% coupon bond that pays interest semiannually. The bond matures in 10 years with a YTM of 7.75%. If interest rates are expected to decrease by 150 basis points (1.50%), with a convexity of 68.975, what is the price of the bond using the traditional method, duration rule, and duration-with-convexity rule?