Consider a $19-$year zero coupon bond with a principal of $100$ and a yield of $2\mathrm{.}4\%.$ Use the

duration and convexity$-$based approximation to approximate the change in the bond price

when the yield increases instantaneously with $2\%.$ Enter a positive number when the value

increases and a negative number when the value decreases. Use three decimal places for

your answer.