Question 20 Not yet answered Aussie bank has five-year zero coupon bonds with a total dollar value of $20 million. The current market yield on the bonds is 10 percent. Marked out of 1.00 The maximum potential adverse move in yields is estimated at 20 basis points. What is the 10-day VaR assuming the daily returns are independently distributed? P Flag question O a. -$389,135 O b. -$574,960 -$181,818 O d. -$471,246 O e. -$428,405