[Solved] 3. The 30 day 99% VaR for Portfolio loss

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3. The 30 day 99% VaR for Portfolio loss is $10 M. Assuming that the daily portfolio losses are independent, What is a one day

3. The 30 day 99% VaR for Portfolio loss is $10 M. Assuming that the daily portfolio losses are independent, What is a one day 99% Var? What is the quarterly 99% VaR?

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