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20 points Save Answer For a $100,000,000 portfolio, the expected 1 week portfolio return and standard deviation are 0.0019 and 0.0125, respectively. Then, the 1-day

20 points Save Answer For a $100,000,000 portfolio, the expected 1 week portfolio return and standard deviation are 0.0019 and 0.0125, respectively. Then, the 1-day percentage VaR at 95% confidence level is (Note: Round to the nearest hundredth)

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