Question: What is the maximum adverse daily yield move given that we desire no more than a 1 percent chance that yield changes will be greater

What is the maximum adverse daily yield move given that we desire no more than a 1 percent chance that yield changes will be greater than this maximum? The historical mean change in daily yields is 0.0 percent and the standard deviation is 15 basis points. about 30 basis points bbout 25 basis points about 28 basis points about 15 basis points about 32 basis points

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