What do you conclude about the accuracy of the two rules (duration rule versus duration-with-convexity rule) in predicting the change of bond price due to yield change?

	A.	It depends on the convexity of a bond.
	B.	The duration rule provides more accurate approximations to the actual change in price.
	C.	They have the similar accuracy.
	D.	It depends on the duration of a bond.
	E.	The duration-with-convexity rule provides more accurate approximations to the actual change in price.