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Consider a portfolio of options on two US equity stocks, Tesla and Exxon. Using the data in table 3 below, calculate the cash value of

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Consider a portfolio of options on two US equity stocks, Tesla and Exxon. Using the data in table 3 below, calculate the cash value of the five-day VaR at 95%. Table 3 StockShare Price Tesla Exxon Daily Volatili Option Delta Correlation PTesla: Exxon S336 | 1% I 20,000 $75 2% 0.3 (9 marks)

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