Our new bond with $9\%$ coupon rate, $1,000$ face value, $25$ years to maturity, a discount rate of $9\%$ and a duration $10\mathrm{.}71$ has a convexity of $159\mathrm{.}17.$ If yield increase by $25$ basis points, then the estimate of the percent change is:

Table $4\mathrm{.}2$: Duration and Convexity Numbers

$\backslash$table$[[$Dirty price of bond,$1,000\mathrm{.}00$