Assume Financial Institution had a position in fixed income security dominated in pounds (). The security is represented by zero coupon bonds with 9 years to maturity with face value of 65 million . The yield on the bond is 7.234%. The spot exchange rate is 0.78125/$, while the o is 56.5 bps. Use adverse rate changes in the 90th percentile (meaning the adverse move is 5% chance). Then: 1. What would be the DEAR of this investment opportunity 2. What would be the VaR in 5 days 3. What would be the VaR in 10 days Assume Financial Institution had a position in fixed income security dominated in pounds (). The security is represented by zero coupon bonds with 9 years to maturity with face value of 65 million . The yield on the bond is 7.234%. The spot exchange rate is 0.78125/$, while the o is 56.5 bps. Use adverse rate changes in the 90th percentile (meaning the adverse move is 5% chance). Then: 1. What would be the DEAR of this investment opportunity 2. What would be the VaR in 5 days 3. What would be the VaR in 10 days