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Calculate the VaR assuming that a person has a capital of $1,000,000.00 MXN.Wishes to know what could be his worst loss in 10 days when

Calculate the VaR assuming that a person has a capital of $1,000,000.00 MXN.Wishes to know what could be his worst loss in 10 days when investing in ALSEA.



If it is known that his returns have a standard deviation of 1.2% and a confidence level of 95% (1.65).

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