An $3\%$ annual coupon bond with $($face value $=6,000)$ currently trades at par. Its Macaulay duration is $3\mathrm{.}56$ in years and its convexity is $55\mathrm{.}37$ in years.

Suppose yield goes from $4\mathrm{.}65\%$ to $5\mathrm{.}7\%$ one day. Calculate the approximate dollar change in price using both duration and convexity. If the answer is a decrease, then include the negative in your answer.

Assume annual compounding. Round your answer to $2$ decimal places.