96. The Sheets Savings and Loan Association has purchased a bond that has a coupon rate of 7.5% and a face value of $1000. It has 5 years to maturity and is selling in the market for $1063. The bond makes annual coupon payments. What is the duration of this bond? A) 7.50 years B) 5.00 years C) 4.65 years D) 4.37 years E) None of the above D Show work