Question: Consider a bond with maturity 2 year, 1 0 0 face value, coupon 5 . 1 5 % , and yeild 5 . 9 0

Consider a bond with maturity 2 year, 100 face value, coupon5.15%, and yeild 5.90%. Compute a dollar duration numerically using a dy=0.001%. Report your resukt with 2 decimal accuracy and correct sign.

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