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a- The gain from a one year project is uniformly distributed between -$2 millinon and +8 million. i- What is the one year 99% value
a- The gain from a one year project is uniformly distributed between -$2 millinon and +8 million.
i- What is the one year 99% value at risk?
II- What is the one year 99% expected shortfall?
d- stock A has daily volatility of 1.2% and sock B has a daily volatility of 1.8%. the correlation between the two stock price return is 0.2
i- What is th stadard deviation of the return from stock A over 4 days?
can i get the solutions and calculation details?
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