City bank has six-year zero coupon bonds with a total face value of $20 million. The current market yield on the bonds is 10 percent per annum. What is the price volatility if the maximum potential adverse move in yields is estimated at 20 basis points? a. -1.32 percent per annum. b. -2.00 percent. c. -2.18 percent. d. -1.09 percent.