City bank has six-year zero coupon bonds with a total face value of $20 million. The current market yield on the bonds is 10 percent.
-What is the daily earnings at risk (DEAR) of this bond portfolio?
A) -$246,111.
B) -$218,180.
C) -$135,474.
D) -$149,021.
E) -$225,789.
Correct Answer:
Verified
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