(This is all one question please help answer all parts so I have a full understanding of coupon rates, duration vs. pricing formula and the affects of the interest rate on the bond)

Suppose the yield to maturity on the bond on problem 29 (#29- you find a bond with 19 years until maturity that has a coupon rate of 8 percent and a yield to maturity of 7 percent. what is the Macaulay duration? what is the modified duration?) increases by .25% what is the new price of the bond using duration? What is the new price of the bond using the bond pricing formula? What if the yield to maturity increases by 1%? By 2%? By 5%? What does this tell us about using duration to estimate bond price changes for large interest rate changes?