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1. Given the risk report below, comment on the risks determined and give suggestions to the investor based on the results. Market risk Residual risk

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1. Given the risk report below, comment on the risks determined and give suggestions to the investor based on the results. Market risk Residual risk Portfolio VaR analysis Benefit Total risk All numbers in USD 000s) Aggregate Ponfolio Diversification Benefit Long DAJ Call Short DAX Call Long DAJ Callable Bond Short 5-yr Euro Swap Long option on WTI future IR FXEquity Cmdty. Specific Spread 0 123 425 -266 336 123 19 94 400 12 72 295 -198-5-240 -26 27120- 310 50-220 25 I14 20 234 105 3834 21 741 1201 16 95 100 12 12 123

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