high convexity bond

Question? : An investor buys a bond with a duration of 4.50. His broker says that in case yields rise by 100 bps, the expected price loss of the bond may be more than the 4.50%. Which of the following could be a valid reason for the larger price movement?

Answer : The bond has greater convexity.

Explanation : Duration is a linear measure of the relationship between a bond’s price and its yield. The true relationship is not linear as measured by the convexity. When the convexity is higher, the duration will be less accurate at predicting a bond’s price for a given change in interest rates. Short-term bonds generally have low convexity. i confuse with the explanation because if bond has the greater convexity, the more curve of it price. So it must be smaller price movement if compare to normal convexity. Is the answer wrong or i’m wrong?

The answer’s wrong.

If the bond has _ negative _ convexity, that would explain it.