IDNLearn.com provides a user-friendly platform for finding and sharing knowledge. Join our community to receive prompt and reliable responses to your questions from knowledgeable professionals.
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 greatly appreciate every question and answer you provide. Keep engaging and finding the best solutions. This community is the perfect place to learn and grow together. Thank you for trusting IDNLearn.com. We’re dedicated to providing accurate answers, so visit us again for more solutions.