OBJECTIVE TYPE QUESTIONS - Techshristi

An 8-year 8% semi-annual bond has a BPV of Rs.125. The yield on the bond has . 11% Government of India security is quoted at Rs. 110, the yield will be – 11%. 10%. 9%. None of these. 1 day VaR of a portfolio is Rs.500,000 with 95% confidence level. In a period of six months (125 working days) how many times the loss on the portfolio may exceed Rs.500,000 ? 4 days. 5 days. 6 days. 7 days. A ... ................
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