An 4% annual coupon bond with (face value = 8,000) currently trades at par. Its Macaulay duration is 3.06 in years and its convexity is 55.67 in years. Suppose yield goes from 2.97% to 3.75% one day. 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 include the negative sign in your answer.