Question: Consider a bond with maturity 2 year, 1 0 0 face value, coupon 4 . 2 5 % , and yield 7 . 5 5

Consider a bond with maturity 2 year, 100 face value, coupon 4.25%, and yield 7.55%. 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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