L.O.5.7 Dollar duration approximation - computation using numerical derivative Consider a bond with maturity 4 year, 100 face value, coupon 5%, and yield 5%. Compute a dollar duration numerically using a dy =0.001%. Recall that $Dur is approximately equal to [Ply+dy)-P(y)]/dy when dy is small and Ply) is the price of the bond at the yield y. Report you result rounded to the closest integer and the correct sign