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Could this be calculated in Excell and how? Question 2. VaR Individual Asset Given: Stock Daily Volatility Pfizer 2% Moderna 1.5% Calculate the value-at-risk (VaR)
Could this be calculated in Excell and how?
Question 2. VaR Individual Asset
Given:
Stock | Daily Volatility |
Pfizer | 2% |
Moderna | 1.5% |
Calculate the value-at-risk (VaR) of investing 1,000,000 euros in Pfizer stocks, and investing the same amount in Moderna stocks for a period of 1 year (equal to 250 working days) using a 99% confidence level (i.e., z = -2.33) . Which stock came out as having more value-at-risk?
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