Consider a $6\%$ coupon bond with $2$ years to maturity and a face value of $$100.$ Assume the bond is trading at a yield of $4\%.$ Approximate the percentage change in price using duration if yield goes down by $72$ basis points. Coupons are paid semi$-$annually. Assume semi$-$annual compounding.

Express your answer in basis points, and round to two decimal places. If your answer is a price decline, then include the negative sign in your answer.