Can i get d and e done step by step (no excel

please)

11. A 30-year maturity bond making annual coupon payments with a coupon rate of 12% has duration of 11.54 years and convexity of 192.4. The bond currently sells at a yield to maturity of 8%. (25 points) a. Find the price of the bond if its yield to maturity falls to 7.5% or rises to 8.5%. b. What prices for the bond at these new yields would be predicted by the duration rule? c. What prices for the bond at these new yields would be predicted by the duration- with-convexity rule? d. What is the percent error for each rule? e. What do you conclude about the accuracy of the two rules