Compute the 95% VaR for the following portfolio: i. A 1.5-year xed rate bond paying 2% quarterly. ii. A 0.75-year oating rate bond paying oat plus 80 basis points semiannually. You know that the reference rate was set to 6% six months ago. iii. A 0.25 zero coupon bond. Additionally you know that dr = 0 and dr =0 .4233. Ans. The 95%V aR=1 .3116. please show me the process