Question: Consider a bond with maturity 2 year, 1 0 0 face value, coupon 6 . 3 5 % , and yield 5 . 0 0

Consider a bond with maturity 2 year, 100 face value, coupon 6.35%, and yield 5.00%. Compute a dollar duration numerically using a dy =0.001%. Report you result with two digits decimal accuracy and the correct sign. Example: -185.95

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