Suppose a bond has 25 years left to maturity, a 5% coupon rate, pays interest semi-annually, and has a 7% yield to maturity. If this bond has a Macaulay duration of 13 years and a convexity of 237.15, and the yield to maturity increases 1/2%, an estimate of the percent price change in the bond due only to duration would be O A. -6.50% O B.-5.21% O C.-5.64% O D.-6.28%