A bond is selling at par with the Macaulay duration of11.2 years and the modified duration of 10.6 years. The convexity of the bond is 196. According to the duration rule, a 2% decrease in yield would cause the price to increase by 21.2%. What would be the percentage price change according to the durationwithconvexity rule? Select one: 0 a. 19.6% O b. 17.0% 0 c. 25.1% 0 d. 26.3% O e. 28.6%