Question: Question 1 4 ( 1 0 points ) Consider a bond with maturity 2 year, 1 0 0 face value, coupon 4 . 6 0

Question 14(10 points)
Consider a bond with maturity 2 year, 100 face value, coupon 4.60%, and yield 5.30%. 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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Question 1 4 ( 1 0 points ) Consider a bond with

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