Question: help pleasr i need it ad excel work A 30-year maturity bond making annual coupon payments with a coupon rate of 15.0% has duration of

help pleasr i need it ad excel work

A 30-year maturity bond making annual coupon payments with a coupon rate of 15.0% has duration of 11.29 years and convexity of 184.0. The bond currently sells at a yield to maturity of 8%. Required: What price would be predicted by the duration rule, if it's yield to maturity rises to 9% ? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Predicted price

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