D5=0.9507 Suppose the current time is t=0 and the discount factors for years 1,,5 are as follows: D1=0.9901,D2=0.9884,D3=0.9764,D4=0.9614,D5= For the 5 year fixed coupon bond that pays coupons $50 at years 1,2,,5 with face value of $1000, how much its value decreases following a 1% parallel upward shift in the spot rate curve according to the dollar duration-convexity model? $53.46 $22.25 $30.60 $41.52