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Answered in excel format with formulas please 13.4 Use the attached spreadsheets and the basic methodology in Section 13.1, calculate (a) the 95% one-day VaR,
Answered in excel format with formulas please
13.4 Use the attached spreadsheets and the basic methodology in Section 13.1, calculate (a) the 95% one-day VaR, (b) the 95% one-day ES, (c) the 97% one-day VaR, and (d) the 97% one- day ES. 13.4 Use the attached spreadsheets and the basic methodology in Section 13.1, calculate (a) the 95% one-day VaR, (b) the 95% one-day ES, (c) the 97% one-day VaR, and (d) the 97% one- day ESStep by Step Solution
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Entrepreneurial Finance
Authors: J. Chris Leach, Ronald W. Melicher
6th edition
1305968352, 978-1337635653, 978-1305968356
