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9. There is a 5 100,000 worth of a 10 year 5% coupon bond issued 6 years ago. Its current yield is 6% and its

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9. There is a 5 100,000 worth of a 10 year 5% coupon bond issued 6 years ago. Its current yield is 6% and its face value is $ 1,000 per unit. Historical information indicates mean change in daly yields has a standard deviation of 20 points At a 90% confidence level, this investment's Daily VaR is: Select one: $(1,350) OS(1.2701 (1,160) O 5 (1 050) OS (960) Unsure 2. 10.. of 18 For $ 100,000 of stocks in a well diversified portfolio with Bp = 0.85. Over the past year, theo of the daily return on this portfolio was 150 points At the 95% confidence level, the Daily VaR of this investment is Select one OS (2,500 OS (2.450) OS (240 52.350 O 52.300 ENG O ii to search 11

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