Question
Bank of Alaskas stock portfolio has a market value of $20,000,000. The beta of the portfolio is 1.5. The mean and the standard deviation of
Bank of Alaskas stock portfolio has a market value of $20,000,000. The beta of the portfolio is 1.5. The mean and the standard deviation of the daily return of the portfolio are 0% and 1.5%, respectively. What is the Daily Earnings at Risk (DEAR) for this portfolio using a 99% confidence interval?
Please, solve by hand and show the calculations (no excel). Thank you in advance
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Simple Supply And Demand Trading Strategy For Beginners
Authors: Joseph Moriaco
1st Edition
1542525535, 978-1542525534
