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6. The DEAR for a bank is $8,500. What is the VAR for a 10-day period? A 20-day period? Why is the VAR for a
6. The DEAR for a bank is $8,500. What is the VAR for a 10-day period? A 20-day period? Why is the VAR for a 20-day period not twice as much as that for a 10-day period? 8. In what sense is duration a measure of market risk
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Financial Management
Authors: P V V Satyanarayana
1st Edition
9350568012, 9789350568019
