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1 day VaR of a portfolio is $500,000 with 95% confidence level. In a period of six months (125 working days) how many times the

1 day VaR of a portfolio is $500,000 with 95% confidence level. In a period of six months (125 working days) how many times the loss on the portfolio may exceed $500,000?

A. 4 days B. 5 days C. 6 days D. 7 days E. none of the above

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