* Required Question * 22 points 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% 6 i Calculate the price of the bond if its yield-to-maturity falls to 4% or rises to 6%. What prices for the bond at these new yields would be predicted by the duration rule and the duration-with-convexity rule? 6 6 What is the percentage error for each rule? What do you conclude about the accuracy of the two rules? IV. 4 Your