单选题 An analyst does research about option-free bond price change due to both duration and convexity impacts. The duration of an option-free bond is 9.92, and the convexity measure for that bond is 63.8. If interest rates increase by 200 basis points, the bond's percentage price change is closest to:
A. -22.39%
B. -18.56%
C. -17.29%