Suppose we are given a set of cashflows {C_t}_t0. Let d₀ denote the corresponding the Macaulay duration D(i, ). Suppose in addition that there are no cashflows during the time [0, 3]. That is C_t= 0 for t [0, 3]. At time t = 1, Susan computes the Macaulay duration of the same cashflows. That is, she considers t = 1 as the present time, and a cashflow C_t at time t now becomes a cashflow C_t1 at time t 1 for her). Let d₁ denote Susans answer. Show that d₁ = d₀ 1.