$(10$ pts$)$ Consider a bond with a yearly coupon rate of $12\%,$ priced at $$1076,$ yielding $9\%,$ with a duration of $2\mathrm{.}6$ and a convexity of $9.$

$3.$A Calculate the price of this bond when the going rate of interest in the market is $8\%,$ using solely the combined duration and convexity measures.

$3.$B Calculate the price of this bond when the going rate of interest in the market is $10\%,$ using solely the combined duration and convexity measures.