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fairfied advisors has a portfolio with annual expected return of 9% and standard deviation of 12%. the daily Var for this portfolio at a 95%
fairfied advisors has a portfolio with annual expected return of 9% and standard deviation of 12%. the daily Var for this portfolio at a 95% significance level and given 250 day trading year will be closest to
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Financial Management Principles and Applications
Authors: Sheridan Titman, Arthur J. Keown, John H. Martin
13th edition
134417216, 978-0134417509, 013441750X, 978-0134417219
