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Question 29 1 pts You own a fixed income portfolio with a single 25-year zero-coupon...

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Question 29 1 pts You own a fixed income portfolio with a single 25-year zero-coupon bond currently worth $100 million and paying an annual yield of 8%. During the past 50 trading days there were 5 days when the yield on these bonds did not change, 10 days when the yield increased 2 basis points, 11 days when the yield decreased by 35 basis points, 8 days when the yield increased by 5 basis points, 6 days when the yield decreased by 5 basis points, 4 days when the yield increased by 15 basis points, 2 days when the yield decreased by 8 basis points, 3 days when the yield increased by 20 basis points, and 1 day when the yield increased by 30 basis points. What is the 1-day 90% VAR for this portfolio using historical simulation? 2.06 million O 2.74 million O 3.41 million O 4.08 million O 0.69 million

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