Need only D1 and E4.

A 30-year maturity bond making annual coupon payments with a coupon rate of 10.2% has duration of 11.03 years and convexity of 176.83 . The bond currently sells at a yield to maturity of 9%. a. Find the price of the bond if its yield to maturity falls to 8%. b. What price would be predicted by the duration rule? c. What price would be predicted by the duration-with-convexity rule? d-1. What is the percent error for each rule? d-2. What do you conclude about the accuracy of the two rules? e-1. Find the price of the bond if its yield to maturity increases to 10%. 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 (a) - (d)