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What is the daily earnings at risk of bond portfolio

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Reference no: EM132794407

CBA has six-year zero-coupon bonds with a total face value of $20 million. The current market yield on the bonds is 10 percent. The maximum potential adverse move in yields is estimated at 20 basis points. What is the daily earnings at risk (DEAR) of this bond portfolio?

Reference no: EM132794407

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