A two-year corporate bond paying 8% interest annually is currently selling at 105 . The principal of $20,000,000 is due at the end of two years. Historically, daily yields on bonds with similar risk characteristics change by 25 basis points. What is the duration of this bond? 1.43 years 1.93 years 1.83 years 2.00 years 1.33 years A two-year corporate bond paying 8% interest annually is currently selling at 105. The principal of $20,000,000 is due at the end of two years. Historically, daily yields on bonds with similar risk characteristics change by 25 basis points. What is the bond's DEAR using duration rounded to 2 decimal points? (round to the nearest dollar) $93,819 $92,593$89,352$97,788 $97,428 A two-year corporate bond paying 8% interest annually is currently selling at 105 . The principal of $20,000,000 is due at the end of two years. Historically, daily yields on bonds with similar risk characteristics change by 25 basis points. What is the 10-day VAR for this bond using DEAR rounded to the nearest dollar? (round to the nearest dollar) $309,233 $308,094 $292,805 $282,556 $296,682