Came across another bond question…

A bond that is trading at 101.3 has an effective duration of 16.4 and an effective convexity of -168. An estimate of the percentage price dcrease in this bond as a result of a positive parallel shift in the yield curve of 30 basis points is closest to:

a. 4.9%

b. 5.0%

c. 5.1%

my calculations is -16.4(.030) + .5(-168)(.03)^2. Correct answer is B and not what I computed.

Am I using the wrong equation and/or reading the question incorrect?