5. Daily earnings at risk (DEAR) is calculated as

A. the price sensitivity times an adverse daily yield move.

7.

The DEAR of a bank's trading portfolio has been estimated at $5,000. It is assumed that the daily earnings are independently and normally distributed. What is the 10-day VAR? 9. The stock is trading at $110 with daily return volatility of 2.07%, what is the approximation of one day 95% VaR of this position for one share of stock?

B.the dollar value of a position times the price volatility.

C. the dollar value of a position times the potential adverse yield move.

D. the price volatility times the N.

E. More than one of the above is correct.

Enter A,B,C,D or E in blank