Question
Assume a portfolio of two assets. if the component VaR of asset 1 is 0.2 and the component VaR of asset 2 is 0.3 and
Assume a portfolio of two assets. if the component VaR of asset 1 is 0.2 and the component VaR of asset 2 is 0.3 and the correlation between the two assets is 0.4 what is the portfolio VaR? a) 0.2 b) 0.3 c) 0.4 d) 0.5
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Mission Ready Finances Proven Principles To Guide Your Story To Financial Freedom
Authors: Marco Parzych
1st Edition
173321531X, 978-1733215312
