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37. For a $100,000,000 portfolio, the expected 1-day portfolio return and standard deviation are 0.0025 and 0.0123, respectively. Calculate the 1-day VaR and ES at

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37. For a $100,000,000 portfolio, the expected 1-day portfolio return and standard deviation are 0.0025 and 0.0123, respectively. Calculate the 1-day VaR and ES at 1% significance? (Hint: (-1 (99%)) 0.0267) A.-$ 1,326,308.43,-$1,908,629.48 B.-$2,611,407.89, -$3,028,213 C.-$-$2,611,407.89,-$3,091,520 D.-$1,773,169.96,-$1,908,629.48

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