The only part that I could not get right was the Predicted new price (duration rule), Please help if you can!

A 30-year maturity bond making annual coupon payments with a coupon rate of 7.5% has duration of 12.27 years and convexity of 216.28. The bond currently sells at a yield to maturity of 8%. a. Find the price of the bond if its yield to maturity falls to 7%. 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 9%. 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)? Complete this question by entering your answers in the tabs below. Req A Req B Reqc Req D1 Reg D2 Req E1 Req E2 Req E3 Req E4 Req E5 What price would be predicted by the duration rule? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Predicted new price (duration rule) $ 1,050.93