Consider the following information: You have just purchased a bond with a $6\mathrm{.}478903\%$ semi$-$annual coupon, $17$ years to maturity, yielding $5\mathrm{.}107704\%.$ Assume yields decrease immediately after you purchase this bond by exactly $75$ basis points $(0\mathrm{.}75\%).$ How much of the price change $($in dollars and cents, rounded to $6$ decimals$)$ associated with the new yield is solely due to its convexity?