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The computation follows: Assuming the correlation is 1`,367,000^2 = 1,153,000^2 + \text{VaR}^2_{\text{(fixed income)}} \text{VaR}_{\text{(fixed income)}} = 734,357 $$
Next convert the annual VaR to daily VaR: 734`,357 / \sqrt{250} = 46,445 $$
A
The daily VaR for fixed income is approximately $46,445
B
The daily VaR for fixed income is approximately $734,357
C
The daily VaR for fixed income is approximately $1,153,000
D
The daily VaR for fixed income is approximately $1,367,000