First, your terminology is a bit confusing - the hedge is the ROW of yews, comprised of individual plants. I assume you mean one or more of them has died. The growth rate on these shrubs is pretty slow - while they can get to be quite large in size, it will take a good many years to achieve that. Depending on the height of your hedge now and what type of yew it is comprised of, your new plant may never catch up without substantial pruning of the current hedge. That is the good news - yews take pruning, even severe pruning, beautifully so you can trim back the hedge to match the size of the replacement shrub you can find and afford.
Can't tell you much about cost - that tends to be rather regional in nature and will depend heavily on the type and size yew you find as a replacement. The bigger you get, the more expensive it will be.
Have you ever considered calling your local garden supply place and asking them for prices? How about your moseying over to Lowes or Home Depot?
A new plant never "catches up". It will eventually grow into the other plants in the hedge row until it becomes tall enough to cut back with the rest of them. Yews grown from seed will grow faster and taller than those propagated from cuttings.
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