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Question 3 6.25 pts In calculating the DEAR of fixed-income securities using the Risk Metrics model the VAR is related in a linear manner to

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Question 3 6.25 pts In calculating the DEAR of fixed-income securities using the Risk Metrics model the VAR is related in a linear manner to the DEAR. Neither choice is correct. the price volatility is the product of the modified duration and the adverse yield change Both choices are correct

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