Question 18 5 pts Compute the modified duration of the following bond: Bond B: $6,500,000 face amount of a par priced 3yr bond with an annual coupon of 3.15% paid semiannually Now assume yields rise by 50bps, Using the duration computed above, you would expect the market value of that bond to change by how much? Hint: you need to determine each bond's yield you are to use the =duration function. Remember this is a par priced bond Enter your answer to the nearest penny. Do not include the "$" sign, and do not enter the negative sign