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2. The gains of a portfolio over the last 10 days are -1M, -5M, 6M, 2M, 0M, -4M, 7M, -3M, 1M and 2M Where M
2. The gains of a portfolio over the last 10 days are -1M, -5M, 6M, 2M, 0M, -4M, 7M, -3M, 1M and 2M Where M stands for million USD. What is the 10 day 90% VaR? What is the 10 day 80% VaR?
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