A $12\mathrm{.}5-$year$-$maturity zero$-$coupon bond selling at a yield to maturity of $\backslash (9\mathrm{.}5\backslash \%\backslash )($effective annual yield$).$ Assume a convexity of $167\mathrm{.}1$ and a modified duration of $11\mathrm{.}56$ years. A $30-$year$-$maturity $\backslash (5\backslash \%\backslash )$ coupon bond making annual coupon payments also selling at a yield to maturity of $\backslash (9\mathrm{.}5\backslash \%\backslash ).$ Assume a nearly identical duration$-11\mathrm{.}54$ years$-$but considerably higher convexity of $250\mathrm{.}7.$ Required: a$.$ Suppose the yield to maturity on both bonds increases to $\backslash (10\mathrm{.}5\backslash \%\backslash ).$ What will be the actual percentage capital change on each bond? What percentage capital change would be predicted by the duration$-$with$-$convexity rule? b$.$ Suppose the yield to maturity on both bonds decreases to $\backslash (8\mathrm{.}5\backslash \%\backslash ).$ What will be the actual percentage capital change on each bond? What percentage capital change would be predicted by the duration$-$with$-$convexity rule? Complete this question by entering your answers in the tabs below. Suppose the yield to maturity on both bonds increases to $\backslash (10\mathrm{.}5\backslash \%\backslash ).$ What will be the actual percentage capital loss on each bond? What percentage capital loss would be predicted by the duration$-$with$-$convexity rule? Note: Input all amounts as positive values. Do not round intermediate calculations. Round your answers to $2$ decimal places. Required $\backslash ($ A $\backslash )$

Suppose the yield to maturity on both bonds decreases to $\backslash (8\mathrm{.}5\backslash \%\backslash ).$ What will be the actual percentage capital loss on each bond? What percentage capital loss would be predicted by the duration$-$with$-$convexity rule?

Note: Input all amounts as positive values. Do not round intermediate calculations. Round your answers to $2$ decimal places.