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3. Consider a position consisting of a R120 000 investment in assets A and a R120 000 investment in asset B. Assume that the daily

3. Consider a position consisting of a R120 000 investment in assets A and a R120 000 investment in asset B. Assume that the daily volatilities of both assets are 1% and that the coefficient of correlation between their Returns is 0.4. What are the five day 95 % VAR and ES for the portfolio

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