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Assume a portfolio with a 1 - day 9 9 % VaR of 1 5 , 0 0 0 . What is the portfolio s

Assume a portfolio with a 1-day 99% VaR of 15,000. What is the portfolios 15-day 99% VaR?
Question 5Answer
a.
56,223.25
b.
58,094.75
c.
120,000

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