Question 29 1 pts You own a fixed Income portfolio with a single 20-year zero-coupon bond currently worth $100 million and paying an annual yield of 8%. During the past 60 trading days there were 9 days when the yield on these bonds did not change, 10 days when the yield increased 2 basis points, 11 days when the yield decreased by 15 basis points, 8 days when the yield increased by 5 basis points, 7 days when the yield decreased by 5 basis points, 6 days when the yield increased by 8 basis points, 5 days when the yield decreased by 8 basis points, 3 days when the yield increased by 10 basis points and 1 day when the yield increased by 15 basis points. What is the 1-day 90% VAR for this portfolio using historical simulation? 1.10 million 0 1.47 million O 1.83 million O 2.20 million O 0.37 million