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URGENT A 30 -year maturity bond making annual coupon payments with a coupon rate of 15.5% has duration of 9.96 years and convexity of 144.6.

URGENT
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A 30 -year maturity bond making annual coupon payments with a coupon rate of 15.5% has duration of 9.96 years and convexity of 144.6. The bond currently sells at a yield to maturity of 10%. Required: What price would be predicted by the duration rule, if it's yield to maturity rises to 11\%? (Do not round intermediate calculations. Round your answer to 2 decimal places.)

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