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

Consider a bond with maturity 2 year, 100 face value, coupon 6.55%, and yield 5.30%. Compute a dollar duration numerically using a dy =0.001%. Report you ressit with two digits decimal accuracy and the correct sign. Example: -185.95
Consider a bond with maturity 2 year, 1 0 0 face

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