Consider a 5-year 8.5% coupon bond (assume annual coupons) priced to yield a 10% per annum, with a par value of $100 and a price of$94.3138. A risk analyst has computed the following information:

Macaulay Duration	4.2518
Modified Duration	3.8653
Convexity	24.0839
Modified Convexity	21.8945

Which pair of duration and convexity should the risk analyst use in computing the duration-convexity approximation for the capital loss if the yield were to change to 10.50% per annum? And what is the estimated dollar amount of the capital loss?