Which of the Following Statements Is True

Multiple Choice

Which of the following statements is true?

A) Daily price volatility is calculated as the price sensitivity to a small change in yield multiplied by the adverse daily yield move.
B) Daily price volatility is calculated as the negative modified duration of a security multiplied by the adverse daily yield move.
C) The daily price volatility of a security influences how much an FI might lose in case of adverse market movements.
D) All of the listed options are correct.