Question: please do using a financial calculator 13. Suppose you buy a newly issued, 14-year, 5% annual coupon bond with yield to maturity is 6%. The

please do using a financial calculator

13. Suppose you buy a newly issued, 14-year, 5% annual coupon bond with yield to maturity is 6%. The bond's modified duration equals 9.008. You plan to liquidate the bond in 6 years. What is the duration gap in this scenario? Round your answer to three decimal places

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