QUESTION 5 Problem 11.4 (a) A 13.25-year maturity zero-coupon bond selling at a yield to maturity of 8% (effective annual yield) has convexity of 161.9 and modified duration of 12.27 years. A 40-year maturity 6% coupon bond making annual coupon payments also selling at a yield to maturity of 8% has nearly identical modified duration -12.30 years but considerably higher convexity of 272.9. Suppose the yield to maturity on both bonds increases to 9. What will be the difference in actual percentage capital loss between the two bonds? (Enter your answer as a positive value. Do not round intermediate calculations. Enter your answer in percentage points. Round your answers to 2 decimal places.)