QUESTION 4 A bank has 12-year zero-coupon bonds with a total face value of $11 million. The current market yield on the bonds is 7.5 percent. What is the price volatility if the maximum potential adverse move in yields is estimated at 16 basis points? A.-1.32 percent OB.-1.40 percent. C.1.52 percent D.-1.63 percent E. -1.79 percent