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A bond has a 25-year maturity, 10% coupon, 10% yields, $1000 face value, a duration of...

A bond has a 25-year maturity, 10% coupon, 10% yields, $1000 face value, a duration of 10 years and a convexity if 135.5. Calculate the new value of the bond (in $), based on modified duration and convexity, if interest rates were to fall by 125 basis points.

Please show the working/formulas if done in excel.

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I have answered the question below using excel and have attached the image below.

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