A bond has a duration of 8 and a convexity of 50. If rates gap up by 200 basis points, what is the approximate percentage change in the bond's price? Walk me through the math.

一只债券的久期是8，凸性（Convexity）是50。如果利率突然跳涨200个基点，这只债券价格的近似百分比变化是多少？把你脑子里的公式和计算过程讲出来。