A 20-year bond with a 5.5% coupon paid semiannually has a yield of 5.24%. Using the approximate modified duration and approximate convexity computed using a 1 bp shift in yield, compute the approximate percentage change in bond price when the bond yield increases to 6.24%.

(Ignore the % sign in your answer. So, if your answer is 4.5276%, enter your answer simply as 4.5276) (Be precise to 4 decimals)