Calculate the VaR at the 99 % level over, variously, 1 month, 3 months, and 6 months,
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Calculate the VaR at the 99 % level over, variously, 1 month, 3 months, and 6 months, for a stock whose initial price is $45, whose drift is 2 %, and whose volatility is 23 %.
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Value at Risk VaR is a statistical measure used to estimate the potential loss in the value of a por...View the full answer
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