From simple queries to complex problems, IDNLearn.com provides reliable answers. Our platform offers reliable and detailed answers, ensuring you have the information you need.
Assume a portfolio with an annual expected return of zero percent and an annual standard deviation of 10%. The current value of the portfolio is £1,000,000. Assume 250 trading days in a year. Calculate the 1-day VaR at 99% confidence level (z=2.33)(reported as a positive value). a. £14,736.21 b. £15,688.32 c. £99,000
Sagot :
We appreciate your participation in this forum. Keep exploring, asking questions, and sharing your insights with the community. Together, we can find the best solutions. Your questions are important to us at IDNLearn.com. Thanks for stopping by, and come back for more reliable solutions.
