I am looking for percent error for the duration and duration with convexity rule

Question

I am looking for percent error for the duration and duration with convexity rule. A 30 year bond making annual coupon payments with a coupon rate of 9.5 has a duration of 13.53 years and a convexity of 258.03. The bond currently sells at a yield to maturity of 6%.price calculated to 1482.05 I calculated the price if the bond fell to 5% - 1691.72 and with the duration rule - 1671.22 and with the duration with convexity rule - 1689.92. I can not calculate the percentage error for duration rule. (duration w/convexity is -.13) I have calculated and can not plug in a right answer. I used the formula and came up with.12 but it won't accept it. Any ideas?? Same for the rise to 7% - price of bond is 1310.54, duration 1292.88, and duration with convexity 1312.00 (duration w/convexity is .13) HELP

Explanation / Answer

Price of the bond at 6%=1481.769

Macaulay Duration is 13.53453

But here we have to use modified duration which will be 13.53453/1.06=12.76842

Price of the bond at 5% should be 1691.76

Price of the bond using duration rule should be (1-(-0.01)*12.76842)*1481.769=1670.968

hence, % error=(1670.968-1691.76)/1691.76=-1.229%

Price of the bond using duration and convexity rule should be (1-(-0.01)*12.76842+0.5*258.03*(0.01)^2)*1481.769=1690.085

hence, % error=(1690.085-1691.76)/1691.76=-0.099%

Similalry, for yield increase

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