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Consider the following table of information Microsoft AT&T Daily Volatility 2% 1% Correlation 0.3 a) What is the 10-day 99% VaR of a portfolio consist

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Consider the following table of information Microsoft AT&T Daily Volatility 2% 1% Correlation 0.3 a) What is the 10-day 99% VaR of a portfolio consist of $10million of Microsoft and $5million of AT&T? b) What is the diversification benefit

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