Bond A has a 8% coupon rate, paid annually. Maturity is in three years. The bond sells at par value $1000 and has a convexity of 9.3. The duration of the bond is 2.78. If the interest rate increases from 8% to 9.5%, what price would be predicted by the duration-with-convexity rule? 963.43 965.35 962.43 964.42