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Assume a portfolio with a 1-day 99% VaR of 12,000. What is the portfolios 10-day 99% VaR? a. 37,947.332 b. 36,233.293 c. 120,000
Assume a portfolio with a 1-day 99% VaR of 12,000. What is the portfolios 10-day 99% VaR?
a.
37,947.332
b.
36,233.293
c.
120,000
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