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For a $100,000,000 portfolio, the expected one week portfolio return and standard deviation are .0019 and 0.0125, respectively. then, the one day percentage VaR at
For a $100,000,000 portfolio, the expected one week portfolio return and standard deviation are .0019 and 0.0125, respectively. then, the one day percentage VaR at 95% confidence level is ... ?
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Public Finance A Contemporary Application Of Theory To Policy
Authors: David N Hyman
12th Edition
0357442156, 978-0357442159
