You have purchased a bond for $973.02. The bond has a coupon rate of 6.4% (with annual payments), a face value of $1,000, 4 years to maturity, and a yield to maturity of 7.2%. The bond's duration is 3.6481 years. You expect that interest rates will rise by .2% later today. Use the duration (concept) to find the approximate percentage change in the bond's price (round to four decimal places)