Compute the $95\%$VaR for the following portfolio:

a$.$ A $1\mathrm{.}5-$year fixed rate bond paying $2\%$ quarterly.

b$.$ A $0\mathrm{.}75-$year floating rate bond paying float plus $80$ basis points semiannually.

You know that the reference rate was set to $6\%$ three months ago.

c$.$ A $0\mathrm{.}25$ zero coupon bond.

Additionally, you know that ${}_{dr}=0$ and ${}_{dr}=0\mathrm{.}4233.$