Convexity Calculation question-Please Help!!!

Hello,

I’ve been going through the CFA provided mock exams and their practice questions and have come across an issue with the calculation of convexity when looking at the percentage change in price. There are two questions below, one from the mock exam, one from the practice questions (word for word), both of which seem identical, but are calculated differently, which would give a different answer if you used the same calculation on each question.. could someone help me understand when and why to use the portion of the formula for convexity where you multiply it by 0.5? Thank you!!

Question 1.The duration and convexity of an option-free bond priced at $90.25 are 10.34 and 151.60, respectively. If yields increase by 200 bps, the percentage price change is closest to:

A: -23.71%
B: -17.65%
C: -20.68%

It is calculated as duration effect:
-10.34*(+0.02)=-20.68%

and convexity effect:
1/2*(151.6)*(0.02^2)=3.03%

Total perentage change is the sum of duration effect and convexity effect:
-20.68%+3.03%=-17.65%

Question 2: The duration and convexity of an option-free bond priced at $90.25 are 10.34 and 75.80 respectively. If yields increase by 200bps, the percentage change of the price is closest to:

A: -17.65%
B: -20.68%
C: -23.71%

Ther percantage change in price is calculated as follows:
Duration effect:
-10.34*(+0.02)=-20.68%

and convexity effect:
(75.80)*(0.02^2)=3.03%

Total perentage change is the sum of duration effect and convexity effect:
-20.68%+3.03%=-17.65%

I realize that the convexity they list in the second question is half, but how is one supposed to know whether or not to multiply it by 1/2 in the calculation. You obviously wont have another question to compare it to on the test…

Thank you for any help!!
Paul