Your portfolio has a duration of 8 and a convexity of 50. If yields suddenly drop by 100 basis points, what is the approximate percentage change in your portfolio's value? Walk me through the math.

你的债券组合久期是 8，凸性是 50。如果收益率突然下降 100 个基点，你的组合价值大概会变动多少百分比？给我算一下。