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FR bank has $1 million position in a five year zero coupon bond with a face value of $1,402,652 . the bond is trading at

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FR bank has $1 million position in a five year zero coupon bond with a face value of $1,402,652 . the bond is trading at a yeidl to maturity of 7.00 percent. the historical mean change in daily yields is 0.0 percent and the standt deviation is 12 basis points. 1-what is the mosified duration of the bond? 2- whya it the maximum adverse daily yorld move given that we desire no more than a 1 percent chance that yeiles changes will be greater than this maximun? 3-what is the price volatility of this bond? 4-what is the daily earnings at risk for thisbond? 5- what would be the var for the bond for a 10 day period

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