An 5% annual coupon bond with (face value = 2,000) currently trades at par. Its Macaulay duration is 4.62 in years and its convexity is 62.63 in years. Suppose yield goes from 5.74% to 2.89% 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.