A portfolio has value $20,000 and a % beta of 0.5 relative to a single market factor which has a VaR of 30%. What is
A portfolio has value $20,000 and a % beta of 0.5 relative to a single market factor which has a VaR of 30%. What is the portfolio VaR in dollar terms? Group of answer choices
$3,000
Insufficient data given to find the data
$1,500
$300,000
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Authors: Judith J. Baker, R.W. Baker
3rd Edition
076377894X, 978-0763778941
