1. You hold a position worth 24,500 in Blondie plc stock. If the daily volatility of the stock is 1.1%, what is the 3-day 99% Value at Risk (VaR) of your position? a. 1085.91 b. 1880.85 c. 1401.91 d. 10859.11 e. None of the above 2. The following is a type of stochastic process which may be used to model asset prices: DS/S = udt + odz The expression above is an example of a. An arithmetic Brownian motion b. Ito's Lemma c. An Ornstein-Uhlenbeck process d. A generalised Wiener process e. A geometric Brownian motion