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    P1.T4.28. Value at Risk (VaR)

    28.1 Answer Duration of zero coupon bond is same as their maturity. Hence 50 * 3 * 2.33 * 1% * (10)^1/2 + 50 * 7 * 2.33* 1% * (10)^1/2 => 50 * 2.33 * 1% * 10 *(10)^1/2 = 36.84
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