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13. You own 13,000 shares of Cue Koala, Inc. stock that are worth $77 cach. The return on Cue Koala are normally distributed with standard

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13. You own 13,000 shares of Cue Koala, Inc. stock that are worth $77 cach. The return on Cue Koala are normally distributed with standard deviation of 7%. What is the 99% VaR of your position in Cue Koala? A. $2,120.30 B. 163,263.10 C. 12.56 D. 990,990.00 E. None of the above 14. You own two stocks in your portfolio Canada Goose (NYSE: GOOS) 150 shares worth $55.96 cach, and US Steel (NYSE: X) 990 shares worth $20.82 cach. What is the weight of each stock in your portfolio? Round your answer to four decimals. A. GOOS: 0.0491; X: 0.0509 B. GOOS: 0.4450; X: 0.5550 C. GOOS: 0.3080; X: 0.6920 D. GOOS: 0.1316; X: 0.8684 E. None of the above 15. Which of the following is an advantage of using an historical simulation to estimate Var? A. No need to assume a distribution B. Historical simulations always yield a lower VaR C. Enables the researcher to choose a distribution D. Distributional assumptions are chosen for you E. None of the above

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