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Assume the dollar market value of an FI's position is $100 000 and the calculated price volatility is 1.25%. What is the value at risk
Assume the dollar market value of an FI's position is $100 000 and the calculated price volatility is 1.25%. What is the value at risk (VAR) of the position if the FI is required to hold the position for 6 days (round to two decimals)? $2 683.28 $3061.86 $200 000.00 $489 897.95
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