Commercial International Bank of Egypt (CIB) holds in its investments section of the balance sheet a corporate bond with the following features: Face value of $2,000,000 4-year bonds with annual interest payments Coupon rate (stated interest rate) of 4%. This corporate bond is AA rated and yields 5% per year. The historical mean change in daily yields is 0.0 percent and the standard deviation is 15 basis points. A. What is the modified duration of the bond? B. What is the maximum adverse daily yield move given that we desire no more than a 5 percent chance that yield changes will be greater than this maximum? C. What is the price volatility of this bond? D. What is the daily earnings at risk for this bond? E. What is the 15-day VaR