The table below shows the time to maturity for $3$ bonds, a $2-$year, $3-$year, and $5-$year. Each annual coupon bond has a yield to maturity of $\backslash (3\mathrm{.}86\backslash \%\backslash )$ and a coupon rate of $\backslash (3\mathrm{.}99\backslash \%\backslash ).$

Estimate the percent change in bonds price to a percent change in one plus the interest rate, assuming a $10$ basis point change in the interest rates.