There is an annual coupon 10% bond with 4 years to maturity. Assume that the current yield to maturity of the bond is 12 %, based on the Duration of the bond what is the expected change in the bond price if there is a 0.1% decrease in the yield to maturity? (Important: if you use the Excel function, please still show how you plug in the duration equation to show you know how to do it manually).