$1$ bond has a modified duration of $7\mathrm{.}020$ and convexity of $65\mathrm{.}180.$ If the bond's yield to maturity increases by $50$ basis points $($i$.$e$.0\mathrm{.}50\%),$ the expected percentage price change is closest to:

$-3\mathrm{.}43\%$

$-3\mathrm{.}51\%$

$-3\mathrm{.}59\%$

$+3\mathrm{.}59\%$

$+3\mathrm{.}27\%$