There is a 6-year bond available with face of 10,000 PLN, 2.5 years left till maturity, interest 10% pa. under semi-annual compounding, coupons paid semi-annualy and YTM 12% pa. under semi-annual compounding. How will the theoretical price (PVB) change if YTM were to increase to 18% pa. under semi-annual compounding immediately? Calculate the price change using estimation with duration and convexity. Important technical requirement: (1) Round up your final result to the 4 decimal places, e.g. +4,5124% =approx.= 0.0045. Otherwise, Moodle will automatically treat your result as incorrect. (2) Non-final calculations - if several calculation steps were made - should be rounded to at least to 2 decimals when dealing with CFs calculations, to 4 decimals when dealing with MD/CON and to at least 6 decimals when dealing with interest rates (e.g. 1.6782% = 0.001678)