ABC stock is currently trading at $100 and has a one-day 95% VaR of $4. What is
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ABC stock is currently trading at $100 and has a one-day 95% VaR of $4. What is the one-day 95% VaR of a portfolio that consists of $200 of cash and $800 of ABC?
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Related Book For 
Quantitative Financial Risk Management
ISBN: 9781119522201,9781119522263
1st Edition
Authors: Michael B. Miller
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