Suppose a bond is trading at a yield of 6.3%, where its Macaulay duration (in years) is 10, and its convexity (in years) is 176. Assume semi-annual compounding. Use both duration and convexity to estimate the percentage price change when the bonds yield increases by 58 basis points? Express your answer in percent and round your answer to 2 decimal places. For example, if your answer is 0.09457, please write down 9.46 (without the percent sign).