just part e please

A 30-year maturity bond making annual coupon payments with a coupon rate of 6.2% has duration of 11.03 years and convexity of 178.02. The bond currently sells at a yield to maturity of 10%. ond if its yield to maturity falls to 9% dicted by the duration rule? dicted by the duration-with-convexity rule? for for each rule? clude about the accuracy of the two rules? e-1. Find the price of the bond if its yield to maturity increases to 11% e-2. What price would be predicted by the duration rule? e-3. What price would be predicted by the duration-with-convexity rule? e-4. What is the percent error for each rule? e-5. Are your conclusions about the accuracy of the two rules consistent with parts (0) - (d)? 5 A 30-year maturity bond making annual coupon payments with a coupon rate of 6.2% has duration of 11.03 years and convexity of 178.02. The bond currently sells at a yield to maturity of 10%. ond if its yield to maturity falls to 9% dicted by the duration rule? dicted by the duration-with-convexity rule? for for each rule? clude about the accuracy of the two rules? e-1. Find the price of the bond if its yield to maturity increases to 11% e-2. What price would be predicted by the duration rule? e-3. What price would be predicted by the duration-with-convexity rule? e-4. What is the percent error for each rule? e-5. Are your conclusions about the accuracy of the two rules consistent with parts (0) - (d)? 5