Suppose a Bond Has 20 Years Left to Maturity, an 8

Suppose a bond has 20 years left to maturity, an 8% coupon rate, pays interest semi-annually, and has a 6% yield to maturity. If this bond has a Macaulay duration of 11.23 years and a convexity of 170.26, and the yield to maturity increases 1%, an estimate of the percent price change in the bond due only to duration would be

A) -11.23%
B) -10.90%
C) -9.23%
D) -8.23%