A bond with face value = 3,000 currently trades at par. Its Macaulay duration is 3 years and its convexity is 59.86 in years. Suppose yield currently is 2.42%, and is expected to change to 2.74%. Calculate the approximate dollar change in price using both duration and convexity. Assume annual compounding. Round your answer to 2 decimal places. If your answer is a price decline, then please include the negative sign in your answer.