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evaluate any four stocks. VaR assignment (extended deadline) Download the daily prices of four stocks over the past two years. Calculate the 97.5% daily VaR
evaluate any four stocks.
VaR assignment (extended deadline) Download the daily prices of four stocks over the past two years. Calculate the 97.5% daily VaR for the equally weighted stock portfolio (1,000,000 dollars or yuan, etc, each) using the analytical (i.e., variance-covariance matrix) and historical simulation approaches Step by Step Solution
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