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9. You have the following portfolio: i. $1mm position in Apple Stock ii. $1mm position in Google Stock iii. $600K position in Facebook stock a.

9. You have the following portfolio: i. $1mm position in Apple Stock ii. $1mm position in Google Stock iii. $600K position in Facebook stock a. Calculate the Std Dev of each stock b. Calculate the correlation of the portfolio c. Calculate the 99% 1-day YaR using historical approach over the last 1 year time d. What is the 99% 10 day VaR.

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