Consider a bond with maturity $2$ year, $100$ face value, coupon $3\mathrm{.}15\%,$ and yield

$5\mathrm{.}65\%.$ Compute a dollar duration numerically using a dy $=0\mathrm{.}001\%.$ Report you result

with two digits decimal accuracy and the correct sign. Example: $-185\mathrm{.}95$