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10-48 Daily Earnings at Risk (DEAR)is Calculated as
A)the Price N \surd{N}

Question 50

Multiple Choice

10-48 Daily earnings at risk (DEAR) is calculated as


A) the price sensitivity times an adverse daily yield move.
B) the dollar value of a position times the price volatility.
C) the dollar value of a position times the potential adverse yield move.
D) the price volatility times the N \surd{N} .
E) More than one of the above is correct.

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