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Evergreen bank has 15-year zero-coupon bonds with a total face value of $16 million. The current market yield on the bonds is 12 percent. The

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Evergreen bank has 15-year zero-coupon bonds with a total face value of $16 million. The current market yield on the bonds is 12 percent. The adverse change in the market yield (daily) is estimated to be 25 basis point. What is the daily earnings at risk (DEAR) of this bond portfolio? OA) -$289,463 OB) -$368,795. OC) -$497,315. OD)-$535,714. E) -$589,043

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