Question 1 2 pts An 3% annual coupon bond with (face value = 9,000) currently trades at par. Its Macaulay duration is 4.38 in years and its convexity is 63.97 in years. Suppose yield goes from 6% to 5% one day. Calculate the approximate dollar change in price using both duration and convexity. Assume annual compounding. Round your answer to 2 decimal places. If your answer is a price decline, then include the negative sign in your