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Consider the information below for a 2-assets portfolio. Calculate aggregate DEAR (daily earnings at risk) for this portfolio. DEAR of five-year zero-coupon bonds = $17980

Consider the information below for a 2-assets portfolio. Calculate aggregate DEAR (daily earnings at risk) for this portfolio. DEAR of five-year zero-coupon bonds = $17980 DEAR of Australian dollar (AUD) spot contract = $5580 Correlation of zero-coupon bonds and AUD spot position = -0.2

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