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12. Bank of Ayers Rock's stock portfolio has a market value of $10000 000. The beta of the portfolio approximates the market portfolio, whose standard

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12. Bank of Ayers Rock's stock portfolio has a market value of $10000 000. The beta of the portfolio approximates the market portfolio, whose standard deviation (Sn) has been estimated at 1.5 per cent. What is the 5-day VAR of this portfolio, using adverse rate changes in the 99 percentile

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