Consider a bond with annual coupon payments. Given a current price of 1,000, a Macaulay duration of Dime=2.81, and a yield to maturity of 7%, what is the estimated change in price due to duration for a -2,06% change in interest rate? (Hint: Calculate the modified duration Dmod first.) Your answer will be in dollars and cents and may be negative. Do not enter the dollar ($) sign, just the number. For example, enter-12.34 to represent -$12.34 or 12.34 to represent $12.34