Consider a bond with maturity $2$ year, $100$ face value, coupon $5\mathrm{.}55\%,$ and yield $6\mathrm{.}00\%.$ Compute a dollar duration numerically using a $dy=0\mathrm{.}001\%.$ Report you result with two digits decimal accuracy and the correct sign. Example: $-185\mathrm{.}95$

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