Dn Q6. (10 marks) It is known that, for a basic bond valuation model, bond duration can be expressed as (c-r)n 1+1 c(1 + r)" - (c-r) c(1+r)" - (c-r) Here, n is the term to maturity in terms of the number of periods, which is a positive integer, c is the coupon rate per period, and r is the yield to maturity per period. Both c and r are positive constants. Evaluate limDn Analytical details are required. As n is an integer, do not use univariate calculus tools for this evaluation. Dn Q6. (10 marks) It is known that, for a basic bond valuation model, bond duration can be expressed as (c-r)n 1+1 c(1 + r)" - (c-r) c(1+r)" - (c-r) Here, n is the term to maturity in terms of the number of periods, which is a positive integer, c is the coupon rate per period, and r is the yield to maturity per period. Both c and r are positive constants. Evaluate limDn Analytical details are required. As n is an integer, do not use univariate calculus tools for this evaluation