A bond portfolio named VEX, comprises four bonds

$($

face value

$=$

$

$1000)$

:

$1)100$

$$semi

$-$

annual bond,

$5$

$-$

year maturity, a coupon rate of

$4$

$\%$

$2)200$

$$annual bonds,

$30$

$-$

year maturity,

$8$

$\%$

$$coupon bond.

$3)300$

$$zero coupon bonds,

$10$

$-$

year maturity.

$4)400$

$$zero coupon bonds,

$20$

$-$

year maturity.

$$

$4)$

According to the duration

$-$

price formula with Macaulay

$$

s duration D

$,$

$$if the yield increases from

$6$

$\%$

$$to

$8$

$\%$

$,$

$$the VEX

$$

s market value should fall by how much

$($

$

$)$

$?$

$(10$

$\%$

$$credit

$)$