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consider a position consisting of $400,000 investment in gold and a $600,000 investment in silver. suppose that the daily volatilities of those two assets are

consider a position consisting of $400,000 investment in gold and a $600,000 investment in silver. suppose that the daily volatilities of those two assets are 2% and 1.5% respectively and that the coefficient of correlation between the return is 0.6 What is the 9 day 97.5 % at risk for the portfolio?

Briefly explain the meaning of the var you just calculated

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