A13. Assume the dollar market value of an FI's position is $200,000 and the calculated price volatility is 1.25%. What is the VAR of the position if the FI is required to hold the position for 6 days (round to two decimals)? (a) $2,683.28. (b) $6,123.72. (c) $200,000.00 (d) $489,897.95. A14. Assume the interest rate in the market for one-year zero-coupon government bonds is i = 8% and the rate for one-year zero-coupon grade BBB bonds is k= 10.2%. What is the implied probability of repayment on the corporate bond (round to two decimals)? (a) 2.00% (b) 2.04%. (c) 97.96%. (d) 98.00%