Suppose the price of a 10-year zero is $50 and the cash flow of $90 at the end of year 10. Suppose the yield to maturity increases by 0.8% the next second. Using the duration concept only (not the actual method), what is the change in the price of the 10-year zero?

a. 3.77 b. 3.98 c. 4.09 d. 4.15 e. 4.22