SHW has a bond that is traded at its par value of $1000, 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