SHW has a bond that is traded at its par value of $1,000, 8% coupon rate, 5-year maturity, YTM of 3.8%, and a convexity of 200.75. If the interest rate were to increase by 125 basis points, his predicted price change for the bond based on duration and convexity is ____?

a) 5.27% b) 3.70% c) -3.70% d) -5.27% e) None of the above