Question
Assume that over short periods of time, the stock price is approximately normally distributed with mean return of 1 0 % per year and annual
Assume that over short periods of time, the stock price is approximately normally distributed with mean return of per year and annual standard deviation of What would be the oneweek, VaR on the stock? Express your answer as a percentage loss on the stock position. A loss should be expressed as a negative number, for example, a loss of would be reported as
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Financial Accounting An Integrated Statements Approach
Authors: Jonathan E. Duchac, James M. Reeve, Carl S. Warren
2nd Edition
324312113, 978-0324312119
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