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4. You are a portfolio manager for Bank of Wlye. You want to estimate how much your portfolio might be losing over the next 16

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4. You are a portfolio manager for Bank of Wlye. You want to estimate how much your portfolio might be losing over the next 16 trading days. Suppose the portfolio has a value of Ss0 million and the daily volatility of 3.5%. What is 16 day volatility? a. b. What is the VaR (in dollars) over a 16 day time period at a 95% confidence level

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