
Ultimate access to all questions.
The computation follows:
Assuming the correlation is
1`,367,000^2 = 1,153,000^2 + \text{VaR}^2_{\text{(fixed income)}} $$
Next convert the annual VaR to daily VaR:
734`,357 / \sqrt{250} = 46,445 $$
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