PLEASE HELP! I have 3 parts wrong B, D1 and E4

A 30-year maturity bond making annual coupon payments with a coupon rate of 10.5% has duration of 14.23 years and convexity of 282.47. The bond currently sells at a yield to maturity of 5%. a. Find the price of the bond if its yield to maturity falls to 4%. 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 6%. 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)? Answer is complete but not entirely correct. Complete this question by entering your answers in the tabs below. What price would be predicted by the duration rule? (Do not round intermediate calculations. Round your answer to 2 decimal places.) 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 6%. 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)? Answer is complete but not entirely correct. Complete this question by entering your answers in the tabs below. What is the percent error for each rule? (Negative answers should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 2 decimal places.) What is the percent error for each rule? (Negative answers should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 2 decimal places.)