Calculating bond duration and price change when yield changes

I’ve been working on this forever and I’m still not sure if my answers are correct. My question is:

A 10 year bond with a face value of $1000 paying semi-annual 7% coupon. Bond is paying 7% YTM.
Calculate the duration of the bond – which I have done and come up with 7.36 years.

On solving this and adding up the PV of the cash flows I got a current bond price of $1008.43 and not sure if this is correct?? and why it is over $1000?

I need the correct current bond price to calculate the next question which is: using the duration approach estimate the price change when yield increases from 7% to 8% per year, 7% to 9% per year and 7% to 10 per cent per year. I keep getting different answers and it is driving me nuts.
Would appreciate any help thanks.