Use the following information for Questions 7-12 below. Consider a bond with the following features and a hypothetical settlement date of 20 November 2020. You want to calculate the bond's Macauley duration using the following table: 7. What is the value of " X " in this table? Round your answer to three decimal places. Now, considering the convexity effect, what is the approximate percentage price change if the bond's yield to maturity decreases by 150 basis points. Use the formula that relies on approximate modified duration and approximate convexity. Round your answer to three decimal places and express your answer in percentage terms (e.g., 3.500\% not 0.035). 3.028 1.5462.762 2.982 1.546