Paragraph 2 Styles Bank of America has an inventory of AAA-rated, 25-year zero-coupon bonds with a face value of $800 million. The bonds currently are yielding 10.0 percent in the over-the-counter market. (Ctrl (iv) What is the VAR assuming a 15-day period? (5 points) If the price volatility is based on a 99.5 percent confidence limit and a mean historical change in daily yields of 0.0 percent, what is the implied standard deviation of daily yield changes expressed in basis points? (5 points)