An 7% annual coupon bond with (face value =6,000 ) currently trades at par. Its Macaulay duration is 3.37 in years and its convexity is 52.33 in years. Suppose yield goes from 5.97% to 5.63% one day. Calculate the approximate dollar change in price using both duration and convexity. If the answer is a decrease, then include the negative in your answer. Assume annual compounding. Round your answer to 2 decimal places