A bank holds a number of BB-rated zero-coupon bonds with a maturity of 10 years and a face value of $100 million. The modified duration of these bonds is 8 years, the DEAR is $2 million, and the potential adverse move in yields is 50 basis points. Which of the following is true? A. The bond is valued at a discount relative to par value. B. The bond's yield to maturity is 4% C. The bond's duration is 8.32 years D. The bond's dollar market value is $48.0769 million E. The bond's price volatility is 0.0416