A bond for the Chelle Corporation has the following characteristics: Maturity - 12 years Coupon - 10% YTM - 9.5% Macaulay duration - 5.7 years Convexity – 48 Noncallabe Calculate the approximate price change for this bond using both duration and convexity in the computation, one again assuming that its yield to maturity decline by 300 basis points.

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