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Answered in excel with formulas please 14.1 Consider a position consisting of a $100,000 investment in asset A and a $100,000 investment in asset B.

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Answered in excel with formulas please

14.1 Consider a position consisting of a $100,000 investment in asset A and a $100,000 investment in asset B. Assume that the daily volatilities of both assets are 1% and that the coefficient of correlation between their returns is 0.3. What are the five-day 97% VaR and ES for the portfolio

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