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Given the following information about the recent portfolio returns and their conditional variance, please provide a1% Value-at-Risk for tomorrow's return using the RiskMetric approach with

Given the following information about the recent portfolio returns and their conditional variance, please provide a1% Value-at-Risk for tomorrow's return using the RiskMetric approach with =0.95

Table 1timereturnconditional varianceyesterday-0.01541.3E-5today0.0032

Please provide your answer in fractions of one (i.e. 5.36% as 0.0536)

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