please disregard the information that this is a 5-year bond. This information is irrelevant in terms of solving the problem, but it may not be internally consistent with the given Macaulay duration, depending on the random duration number you drew.

Question 10 2 pts A 5-year 8% coupon bond with annual payments (face value = 10,000) currently trades at par. Its annual Macaulay duration is 9.01 years. Suppose yield goes down by 0.41%. Calculate the approximate dollar change in price using duration. Round your answer to 2 decimal places