Consider a bond with maturity 2 year, 100 face value, coupon 6.05%, 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 Consider a bond with maturity 2 year, 100 face value, coupon 6.05%, 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