You have a $15$ year maturity, $4\%$ coupon, $6\%$ yield bond with

duration of $10\mathrm{.}5$ years and a convexity of $128\mathrm{.}75.$ The bond is

currently priced at $$805\mathrm{.}76.$ If the interest rate were to increase

$200$ basis points, your predicted new price for the bond $($including

convexity$)$ is $\_\_\_\_\_\_\_\_\_.$A$)$ $$638\mathrm{.}85$B$)$ $$642\mathrm{.}54$C$)$ $$666\mathrm{.}88$D$)$ $$705\mathrm{.}03$