a newly issued bond has a maturity of 10 years and pays a 7% coupon rate (with coupon payments coming once annually). the bond sells at par value. (a) [5pts] what are the duration and the convexity of the bond? (b) [5pts] find the actual price of the bond assuming that its yield to maturity immediately increases from 7% to 8% (with maturity still 10 years). (c) [5pts] what price would be predicted by the modified duration rule? what is the percentage error of that rule? (d) [5pts] what price would be predicted by the modified duration with convexity rule? what is the percentage error of that rule? (e) [5pts] compare your solution from parts (c) and (d). what do you find? explain your finding.