You own a portfolio with a value today of 10 million. The standard deviation of the weekly
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You own a portfolio with a value today of 10 million. The standard deviation of the weekly return is 0.01 . Assuming that weekly returns are normally distributed, estimate Value at Risk (VaR) on a weekly basis with a confidence level of \(5 \%\).
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Related Book For 
Lectures On Corporate Finance
ISBN: 9789812568991
2nd Edition
Authors: Peter L Bossaerts, Bernt Arne Odegaard
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