The VaR method can be applied to individual or institutional investment portfolios. For example, suppose that you
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The VaR method can be applied to individual or institutional investment portfolios. For example, suppose that you have a $100,000 asset portfolio for which you seek to compute VaR. The portfolio experiences a 1% weekly standard deviation on its returns. What is the lower-end range size of a loss that occurs with 5% probability over a 4-week month?
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