Consider a 8% coupon bond with 2 years to maturity and a face value of $100. Assume the bond is trading at a yield of 5%, coupons are to be paid semi-annually, and that the next coupon payment is to be made exactly 6 months from today. Approximate the dollar change in price using duration if yield increases to 6%.

Round your answer to 2 decimal places. For example if your answer is 5.517, then please write down 5.52.