Consider a bond with maturity $2$ year, $100$ face value, coupon $6\mathrm{.}35\%,$ and yield $5\mathrm{.}00\%.$ Compute a dollar duration numerically using a dy $=0\mathrm{.}001\%.$ Report you result with two digits decimal accuracy and the correct sign. Example: $-185\mathrm{.}95$