A portfolio manager holds two bonds with identical effective durations of 6.5 years. Bond X has key rate durations of KRD₂=0.3, KRD₅=0.8, KRD₁₀=5.2, KRD₃₀=0.2. Bond Y has KRD₂=1.8, KRD₅=1.6, KRD₁₀=1.5, KRD₃₀=1.6. If the yield curve flattens with the 2-year rate rising 50bp and the 30-year rate falling 30bp, which bond experiences the larger price decline?