You use bond duration and convexity together to predict bond price changes. A bond you are analyzing makes semiannual coupon payments and yields 5.34%. Its annualized Macaulay duration is 9.87 and its annualized convexity measure is 151.47. What is the approximate percentage change in the bond price if its yield changes to 7.09%? Round to the nearest 0.001%, drop the % symbol (e.g., if your answer is -3.5785%, record it as -3.579).