QUESTION 1 ANT Bank holds a portfolio of bonds with a value of $10,000,000 and duration of 4.5. The portfolio currently yields 5 percent. If the average monthly change in the yield is 0 basis points and the monthly standard deviation of changes in the yield is 50 basis points, what is the portfolio's monthly VAR at the 95% confidence level? Assume normal distribution of yield changes the appropriate critical value is 1.65). (1.0 point) TTT Arial 3(12pt) T