From the news: The State of North Rhine$-$Westphalia issued its largest $100-$year bond

January $7,2021$ On January $5,$ the State of North Rhine$-$Westphalia issued its largest $100-$year bond despite a yield of less than $1\%.$

Barclays, Deutsche Bank, HSBC$,$ JP Morgan, and Nomura were bookrunners.

A few more details: The coupon rate is $0\mathrm{.}95\%,$ the bond matures in $2121.$ For simplicity, assume that the coupons are annual, and you bought the bond at face value. FV$=$$$100,000,000.$ There are $100$ coupons remaining.

Suppose that the YTM increases from $0\mathrm{.}95\%$ to $1\mathrm{.}20\%.$ Use the $\%$change formula in the slides. What will be the $\%$ change in the value your portfolio? Assume that the duration of the bond is $64\mathrm{.}98.$