A portfolio manager is analyzing the impact of yield changes on two portfolios: portfolio ASD and portfolio BTE. Portfolio ASD has two zero-coupon bonds and portfolio BTE has only one zero-coupon bond. Additional information on the portfolio is provided in the table below:

| Portfolio components | Yield per year | Maturity (years) | Face value |

|----------------------|----------------|------------------|------------|

| Portfolio ASD | Bond 1 | 10% | 3 | USD 1,000,000 |

| | Bond 2 | 10% | 9 | USD 1,000,000 |

| Portfolio BTE | Bond 3 | 8% | 6 | USD 1,000,000 |

To assess the potential effect of a parallel shift in the yield curve on portfolio values, the manager runs a scenario in which yields increase by 200 bps across all points of the yield curve. In addition, the manager estimates a convexity of 34.51 for portfolio ASD and 36.00 for portfolio BTE. Assuming continuous compounding, which of the following are the best estimates of the decrease in the values of the two portfolios due to the combined effects of duration and convexity?