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10. Consider a two-year bond with the yield to maturity of 7% and the annual coupon rate of 5%. The bond is currently traded at $96.38, and the duration of the bond is 1.95 years. If the bond's yield to maturity changes to 11%, please estimate its price change by using its duration. (Please round your calculation to the nearest 2nd decimal.) a. Decrease by $7.03 b. Increase by $7.03|| c. Decrease by $8.03 d. Increase by $8.03 e. No change