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You have a 25-year maturity, 10% coupon, 10% yield bond with a duration of 10 years and a convexity of 135. If the interest rate

You have a 25-year maturity, 10% coupon, 10% yield bond with a duration of 10 years and a convexity of 135. If the interest rate were to increase 125 basis points, your predicted price change for the bond (including convexity) is

A. -10.23%

B. -10.31%

C. -10.42%

D. -10.5%

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