this is one question with different parts.

a A 30-year maturity bond making annual coupon payments with a coupon rate of 10.5% has duration of 14.23 years and convexity of 282.47. The bond currently sells at a yield to maturity of 5%. a. Find the price of the bond if its yield to maturity falls to 4%. b. What price would be predicted by the duration rule? c. What price would be predicted by the duration-with-convexity rule? d-1. What is the percent error for each rule? d-2. What do you conclude about the accuracy of the two rules? e-1. Find the price of the bond if its yield to maturity increases to 6%, e-2. What price would be predicted by the duration rule? e-3. What price would be predicted by the duration-with-convexity rule? e-4. What is the percent error for each rule? e-5. Are your conclusions about the accuracy of the two rules consistent with parts (a) (d)? Complete this question by entering your answers in the tabs below. Reg A Rea B Reg C Reg DI Reg D2 Reg E1 Reg E2 Reg E3 Reg 14 Req ES Find the price of the bond if its yield to maturity falls to 4% (Do not round intermediate calculations, Round your answer to 2 decimal places.) Price of the bond $ 2.123.98 ( ReqA Req8 > A 30-year maturity bond making annual coupon payments with a coupon rate of 10.5% has duration of 14.23 years and convexity of 282.47. The bond currently sells at a yield to maturity of 5%. a. Find the price of the bond if its yield to maturity falls to 4%. b. What price would be predicted by the duration rule? c. What price would be predicted by the duration-with-convexity rule? d-1. What is the percent error for each rule? d-2. What do you conclude about the accuracy of the two rules? e-1. Find the price of the bond if its yield to maturity Increases to 6%. e-2. What price would be predicted by the duration rule? e-3. What price would be predicted by the duration-with-convexity rule? e-4. What is the percent error for each rule? e-5. Are your conclusions about the accuracy of the two rules consistent with parts (a) (d)? Complete this question by entering your answers in the tabs below. Reg A Red DI Reg Et Reg E2 Reg E3 Reg E4 Reg ES Reds Reqc Reg DZ What price would be predicted by the duration rule? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Predicted new price (duration rue) s 2095,59 A 30-year maturity bond making annual coupon payments with a coupon rate of 10,5% has duration of 14.23 years and convexity of 282.47. The bond currently sells at a yield to maturity of 5%. a. Find the price of the bond if its yield to maturity falls to 4%. b. What price would be predicted by the duration rule? c. What price would be predicted by the duration-with-convexity rule? d-1. What is the percent error for each rule? d-2. What do you conclude about the accuracy of the two rules? e-1. Find the price of the bond if its yield to maturity increases to 6%. e-2. What price would be predicted by the duration rule? e-3. What price would be predicted by the duration-with-convexity rule? e-4. What is the percent error for each rule? e-5. Are your conclusions about the accuracy of the two rules consistent with parts (a) (d)? Complete this question by entering your answers in the tabs below. REGA Regs ReqC Reg D: Reg D2 Reg El Reg E2 Reg e3 Reg E4 Req ES What price would be predicted by the duration-with-convexity rule? (Do not round intermediate calculations, Round your answer to 2 decimal places.) Predicted new price (duration with convexityrue) 2.121.66 A 30-year maturity bond making annual coupon payments with a coupon rate of 10.5% has duration of 14.23 years and convexity of 282.47. The bond currently sells at a yield to maturity of 5%. a. Find the price of the bond if its yield to maturity falls to 4%. b. What price would be predicted by the duration rule? c. What price would be predicted by the duration-with-convexity rule? d-1. What is the percent error for each rule? d-2. What do you conclude about the accuracy of the two rules? e-1. Find the price of the bond if its yield to maturity increases to 6%, e-2. What price would be predicted by the duration rule? e-3. What price would be predicted by the duration-with-convexity rule? e-4. What is the percent error for each rule? e-5. Are your conclusions about the accuracy of the two rules consistent with parts (a) (d)? Complete this question by entering your answers in the tabs below. Reg A Rego Reqc Reg D1 Reg D2 Reg E1 Reg 2 Reg E3 Reg E4 Req ES What is the percent error for each rule? (Negative answers should be indicated by a minus sign Do not round intermediate calculations, Round your answers to 2 decimal places.) Duration Rule Duration with Convexity Rule Percentage error 1.34 % 0.11% Reqc Reg D2 > A 30-year maturity bond making annual coupon payments with a coupon rate of 10.5% has duration of 14.23 years and convexity of 282.47. The bond currently sells at a yield to maturity of 5%. a. Find the price of the bond if its yield to maturity falls to 4%, b. What price would be predicted by the duration rule? c. What price would be predicted by the duration-with-convexity rule? d-1. What is the percent error for each rule? d-2. What do you conclude about the accuracy of the two rules? e-1. Find the price of the bond if its yield to maturity increases to 6% e-2. What price would be predicted by the duration rule? e-3. What price would be predicted by the duration-with-convexity rule? e-4. What is the percent error for each rule? e-5. Are your conclusions about the accuracy of the two rules consistent with parts (a) (0)? Complete this question by entering your answers in the tabs below. Reg A Rea B Regc Rea Di Reg D2 Regel Reg E2 Reg E3 Reg E4 Red Es What do you conclude about the accuracy of the two rules? What do you condude about the accuracy of the two vie? The duration with convexity rule provides more accurate approximations to the true change in prio A 30-year maturity bond making annual coupon payments with a coupon rate of 10.5% has duration of 14.23 years and convexity of 282.47. The bond currently sells at a yield to maturity of 5%. a. Find the price of the bond if its yield to maturity falls to 4%. b. What price would be predicted by the duration rule? c. What price would be predicted by the duration-with-convexity rule? d-1. What is the percent error for each rule? d-2. What do you conclude about the accuracy of the two rules? e-1. Find the price of the bond if its yield to maturity increases to 6%. e-2. What price would be predicted by the duration rule? e-3. What price would be predicted by the duration-with-convexity rule? e-4. What is the percent error for each rule? e-5. Are your conclusions about the accuracy of the two rules consistent with parts (a) (d)? Complete this question by entering your answers in the tabs below. Reg A RegB Reqc Reg D1 Reg 02 Reg E1 Reg 2 Reg 3 Req E4 Reges Find the price of the band if its yield to matunity increases to 6%. (Do not round intermediate calculations, Round your answer to 2 decimal places.) Price of the band s 1619 42 A 30-year maturity bond making annual coupon payments with a coupon rate of 10.5% has duration of 14.23 years and convexity of 282.47. The bond currently sells at a yield to maturity of 5%. a. Find the price of the bond if its yield to maturity falls to 4%. b. What price would be predicted by the duration rule? c. What price would be predicted by the duration-with-convexity rule? d-1. What is the percent error for each rule? d-2. What do you conclude about the accuracy of the two rules? e-1. Find the price of the bond if its yield to maturity increases to 6%. e-2. What price would be predicted by the duration rule? e-3. What price would be predicted by the duration-with-convexity rule? e-4. What is the percent error for each rule? e-5. Are your conclusions about the accuracy of the two rules consistent with parts (a) (d)? Complete this question by entering your answers in the tabs below. Reg A Reg B Reg C Reg Di Reg D2 Reg E1 Reg E2 Reg E3 Reg E4 Reg ES What price would be predicted by the duration rule? (Do not round intermediate calculations. Round your answer to 2 decimal places) Predicted row price (duration rule) s 1.595,38 A 30-year maturity bond making annual coupon payments with a coupon rate of 10.5% has duration of 14.23 years and convexity of 282.47. The bond currently sells at a yield to maturity of 5%. a. Find the price of the bond if its yield to maturity falls to 4%. b. What price would be predicted by the duration rule? c. What price would be predicted by the duration-with-convexity rule? d-1. What is the percent error for each rule? d-2. What do you conclude about the accuracy of the two rules? e-1. Find the price of the bond if its yield to maturity increases to 6%. e-2. What price would be predicted by the duration rule? e-3. What price would be predicted by the duration-with-convexity rule? 2-4. What is the percent error for each rule? e-5. Are your conclusions about the accuracy of the two rules consistent with parts (a) - (d)? Complete this question by entering your answers in the tabs below. Reg A Req B Reac Reg Di Reg D2 Reg E1 Reg E2 Req E3 Reg E4 Req ES What price would be predicted by the duration-with-convexity rule? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Predicted new price duration with convexityrue) 1.621.44 A 30-year maturity bond making annual coupon payments with a coupon rate of 10.5% has duration of 14.23 years and convexity of 282.47. The bond currently sells at a yield to maturity of 5%. a. Find the price of the bond if its yield to maturity falls to 4%, b. What price would be predicted by the duration rule? c. What price would be predicted by the duration-with-convexity rule? d-1. What is the percent error for each rule? d-2. What do you conclude about the accuracy of the two rules? e-1. Find the price of the bond if its yield to maturity increases to 6%. e-2. What price would be predicted by the duration rule? e-3. What price would be predicted by the duration-with-convexity rule? e-4. What is the percent error for each rule? e-5. Are your conclusions about the accuracy of the two rules consistent with parts (a) (d)? Complete this question by entering your answers in the tabs below. Reg A Red B Regc Reg DI Reg D2 Reg 1 Reg 2 Reg E3 Reg 14 Reg ES What is the percent error for each rule? (Negative answers should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 2 decimal places.) Duration Rule Duration with Convexity Rule Percentage error 1.48% (0.13) A 30-year maturity bond making annual coupon payments with a coupon rate of 10.5% has duration of 14.23 years and convexity of 282.47. The bond currently sells at a yield to maturity of 5%. a. Find the price of the bond if its yield to maturity falls to 4%. b. What price would be predicted by the duration rule? c. What price would be predicted by the duration-with-convexity rule? d-1. What is the percent error for each rule? d-2. What do you conclude about the accuracy of the two rules? e-1. Find the price of the bond if its yield to maturity increases to 6%. e-2. What price would be predicted by the duration rule? e-3. What price would be predicted by the duration-with-convexity rule? e-4. What is the percent error for each rule? e-5. Are your conclusions about the accuracy of the two rules consistent with parts (8) (d)? 05 Complete this question by entering your answers in the tabs below. Reg A Reg B Reac Reg Di Reg D2 Reg 1 Reg E2 Reg 3 Reg 14 Reg ES Are your conclusions about the accuracy of the two rules consistent with parts ()-(a)? Are your conclusions about the accuracy of the two rules consistent with parts ()-(d)? Yos