Consider a bond selling at par with modified duration of 10.6 years and convexity of 210. A 2% decrease in yield would cause the price to increase by 21.2%, according to the duration rule. What would be the percentage price change according to the duration-with-convexity rule? Select one: a. 10.6%. b. 17.0%. c. 21.2%. d. 25.4%. e. None of the options is true.