12. Consider a $10 million portfolio of stocks. You perform a Monte Carlo simulation to estimate the

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12. Consider a $10 million portfolio of stocks. You perform a Monte Carlo simulation to estimate the VaR for this portfolio. You choose to perform this simulation using a normal distribution of returns for the portfolio, with an expected annual return of 14.8% and a?

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Derivatives

ISBN: 9781119850571

1st Edition

Authors: CFA Institute

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