Consider a Dutch pension fund that has a 150 million investment in a 95-year maturity Austrian government bond. This bond has a 2.10% coupon rate, a par value of 100 and a 1.20% yield. The coupon payment frequency is annual. How much would the value of this investment change if the yield rises by 100 basis points to 2.20%? What do you observe about your result?

Explain your answer clearly.