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Decrease, decrease decrease, increase increase, decrease increase, increase DD Bank uses exponentially-weighted observations to compute the VaR of its trading portfolio. If it were to
Decrease, decrease
decrease, increase
increase, decrease
increase, increase
DD Bank uses exponentially-weighted observations to compute the VaR of its trading portfolio. If it were to use a lower value of the relative weight given to more recent observations would _and the required number of observations wouldStep by Step Solution
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