You purchased a semi-annual bond with a coupon of 15% and a modified duration of 11.568456, at a price of $115.2365. Soon after you purchased the bond, the yields increase by 1.25% and your bond's price drops to $99.9563. What part of the new price is solely due to convexity?

a)	1.383655
b)	2.767309
c)	15.424806
d)	0.043700
e)	1.427355