Can you please help me with this question?

For the following bond, calculate the price value of a basis point. Coupon 8% (semiannual), 4 years to maturity, Initial YTM 8%, Initial Price = 100.00 per $100. Complete the analysis by simulating an increase in the yield. PVBP is closest to:

a)$.034

b)$.044

c)$.015

d)$.068