$17.$ A bond has a duration of $5,$ a yield of $10\%$ and a convexity measure of $1.$ What is the duration estimated and convexity$-$corrected price change for this bond if yields are expected to rise $2\%?$

A$)-5\%$ and $-1\%$

B$)-5\%$ and $-3\%$

C$)-9\mathrm{.}1\%$ and $-5\mathrm{.}1\%$

D$)-9\mathrm{.}1\%$ and $-7\mathrm{.}1\%$

E$)-10\%$ and $-5\mathrm{.}1\%$