Question 5 (10 points) Consider a bond with maturity 4 year, 100 face value, coupon 5%, and yield 596. Compute a dollar duration numerically using a dy-0.001%. Recall that $Dur is approximately equal to [P(y+dy)-P()1/dy when dy is small and P(y) is the price of the bond at the yield y Report you result rounded to the closest integer and the correct sign. Save