You bought a 10-year semi-annual bond with a face value of $1,000 and an 8% annual coupon rate, at par. Six months later, the bond paid the semi-annual coupon, and right after, the bond's R increased by 1% (i.e., the BEY increased by 2%). What is your HPR (holding period return) for that six-month period if you sold the bond right after the interest rate change?

None of the above

4%

-12.1%

5%

-8.1%