Question 6 (5 points): A 3-year maturity, 6.0% coupon bond is paying coupons annully. The face value of this bond is $1.000 and the yield-to-maturity (YTM) 18 8%. Assuming that the bond has a duration of 2.83 and a convexity of 5. Apply the duration-convexity to find the percentage change in the band price following a 50 basis points decrease in the yield: A The percentage change is -13.10% B. The percentage change is 13.10% The percentage change is -13.72% D. The percentage change is 13.72% E None of the above Justification: 3