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A $500,000 stock portfolio has an annual expected return of 10% and a standard deviation of 32%. What is the portfolio Value at Risk (VaR)
A $500,000 stock portfolio has an annual expected return of 10% and a standard deviation of 32%. What is the portfolio Value at Risk (VaR) at a 5% probability level?
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Chronic Regulatory Focus And Financial Decision Making Asset And Portfolio Allocation
Authors: Navin Kumar
1st Edition
9812876936, 978-9812876935
