You invest in a 3-year BBB-rated corporate bond. The bond has a face value of $100 and a coupon rate of 9% (paid annually). The BBB corporate yield curve is flat at 9% (this implies a discount rate of 9% for all cash flows). Assume all shifts in the yield curve are parallel and that the distribution of 1 day changes in the rates are ∆R_BBB ~ N(0, 0.0009) (Note: this means that they have mean zero and a standard deviation of 3%). Use the duration approximation to get the 10 day, 95% VaR for this bond. You should provide the bond price, duration and distribution of bond price changes as a minimum amount of work.