Suppose we are given a set of cashflows {Ct}t0. Let d0 denote the corresponding the Macaulay duration D(i, ). Suppose in addition that there is no cashflows during the time [0, 3]. That is Ct= 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 Ctat time t now becomes a cashflow Ct1 at time t 1 for her). Let d1 denote Susans answer. Show that d1 = d0 1.