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1 . Sumitomo Bank's risk manager has estimated that the DEARs of two of its major assets in its trading portfolio, foreign exchange and bonds,
Sumitomo Bank's risk manager has estimated that the DEARs of two of its major assets in its trading portfolio, foreign exchange and bonds, are $ and $ respectively.
What is the total DEAR of Sumitomo's trading portfolio if the correlation among assets is assumed to be
What is the total DEAR of Sumitomo's trading portfolio if the correlation among assets is assumed to be
What is the day VAR of Sumitomo's trading portfolio if the correlation among assets is assumed to be
What is the total DEAR of Sumitomo's trading portfolio if the correlations among assets are ignored?
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