$($Interest Rate risk$)$ Bond S has $4$ years to maturity. Bond T has $30$ years to maturity. Both have $9\%$ coupons paid semi$-$annually, and are priced at par value. If the interest rate$($yield to maturity$)$ suddenly drops by $5\mathrm{.}2\%,$ the percentage change in the price of Bond $T$ is $q,\%($Round your answer to a two$-$decimal number.$)$