Question: Consider a bond with maturity 2 year, 100 face value, coupon 3.30%, and yield 4.90%. Compute a dollar duration numerically using a dy=0.001% Report you

Consider a bond with maturity 2 year, 100 face value, coupon

Consider a bond with maturity 2 year, 100 face value, coupon 3.30%, and yield 4.90%. 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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