You use bond duration and convexity together to predict bond price changes. A bond you are analyzing makes semiannual coupon payments and yields 5.47%. Its annualized Macaulay duration is 9.8 and its annualized convexity measure is 146.82. What is the approximate percentage change in the bond price if its yield changes to 6.32%? Round to the nearest 0.001%, drop the % symbol (e.g., if your answer is -3.5785%, record it as -3.579).