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5.Suppose a stock has an expected daily return of 0.04%, a daily standard deviation of returns of 2.5%, a beta of 1.3, the market's largest
5.Suppose a stock has an expected daily return of 0.04%, a daily standard deviation of returns of 2.5%, a beta of 1.3, the market's largest daily loss over the last 100 days was -4%, and you are comfortable with a 95% confidence level. Calculate the value at risk using both the standard deviation and beta methods.
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