(2 pts) 14. You interview for a job in a fixed income mutual fund and before you leave the h yoy observe that a 10-year Treasury note has a YTM of 2.4%. The price is par. You calcula that the modified duration is 9.1 years. During the interview, you are told that the interest the 10-year just rose by 20 bp to 2.6%. To make a good impression you respond with, "That percent loss!" (Show your work, and round interest rates to the nearest basis point)