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As a senior financial analyst at credit suisse investment banking, you are examining the impact of the yield change on the bond price. A bond has a duration of 9 years, a yield of 9%, a convexity of 150, and a market price of $1,050. Suppose the market yield increases by 50 basis points. Please choose all correct answers. Please note that each incorrect answer will reduce the score by 10%.

	a.	The percentage change in the bonds price by the duration only formula is 4.35%.
	b.	The percentage change in the bonds price by the duration only formula is 4.13%
	c.	The bond price after the yield change predicted by the duration with convexity formula is $1008.62
	d.	The percentage change in the bonds price by the duration with convexity formula is -5.2%
	e.	The bond price after the yield change by the duration only formula is $1,235.65
	f.	The bond price after the yield change predicted by the duration with convexity formula is $1048.62
	g.	The bond price after the yield change by the duration only formula is $1,100
	h.	The percentage change in the bonds price by the duration with convexity formula is -3.94%
	i.	The percentage change in the bonds price by the duration with convexity formula is 4.3%
	j.	The percentage change in the bonds price by the duration only formula is -4.13%
	k.	The bond price after the yield change by the duration only formula is $1006.65
	l.	The bond price after the yield change predicted by the duration with convexity formula is $1026.62