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You have a bond with a modified duration of 13.67 years currently. The convexity of the bond is 149. Assuming the bond's yield changes from

You have a bond with a modified duration of 13.67 years currently. The convexity of the bond is 149.

Assuming the bond's yield changes from 9% to 9.5%, use duration and convexity to determine the approximate percentage change in the bond's price. Enter your answer as a decimal, not as a percentage.

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