Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

(10) You calculated that the average return of your portfolio is 6% and the standard deviation is 19%, what is the value at risk (VaR)

image text in transcribed
(10) You calculated that the average return of your portfolio is 6% and the standard deviation is 19%, what is the value at risk (VaR) at 5% for your portfolio? (15) You have been following a stock for 3 months and the following is its past return Year 1:5X Year 2: 14% Year 3:2% What is the standard deviation of the stock based on the historical data? (Put the answer in decimal points instead of percentage)

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Bitcoin Mining The New Gold Rush Bitcoin Mining Is The Future

Authors: Sam Sutton

1st Edition

1985654717, 978-1985654716

More Books

Students also viewed these Finance questions