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1 pts Question 20 Suppose a financial institution holds a $5,500,000 equity trading portfolio with an average beta of 1.0. Over the last year, the
1 pts Question 20 Suppose a financial institution holds a $5,500,000 equity trading portfolio with an average beta of 1.0. Over the last year, the standard deviation of daily returns on the stock market index was 2.5%. With 90% confidence level, how much does the financial institution stand to lose in earnings if adverse stock market returns materialise tomorrow? $5,362,500.00 $320.375.00 $226,875.00 None of the other answers $137.500.00 O DELL F11 F12 FB F10 F7 F9 FO F4 F5 2 F2 * & A % # @ $ 9 0 8 5 7 4 6 2 3 P o U Y W R E T J H S .L G D F
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