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Given the following short sample of hypothetical returns, compute the 10% & 20% VaR using HS Time return 1 1.92 2 0.53 3 -0.40 4

Given the following short sample of hypothetical returns, compute the 10% & 20% VaR using HS

Time return

1 1.92

2 0.53

3 -0.40

4 0.50

5 -0.53

6 0.08

7 -0.02

8 -2.77

9 2.02

10 -0.15

11 -0.78

12 0.85

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Previous Question Next Question

Time	return
1	1.92
2	0.53
3	-0.40
4	0.50
5	-0.53
6	0.08
7	-0.02
8	-2.77
9	2.02
10	-0.15
11	-0.78
12	0.85

Question

Given the following short sample of hypothetical returns, compute the 10% & 20% VaR using HS Time return 1 1.92 2 0.53 3 -0.40 4

Given the following short sample of hypothetical returns, compute the 10% & 20% VaR using HS Time return 1 1.92 2 0.53 3 -0.40 4 0.50 5 -0.53 6 0.08 7 -0.02 8 -2.77 9 2.02 10 -0.15 11 -0.78 12 0.85

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Given the following short sample of hypothetical returns, compute the 10% & 20% VaR using HS

Time return

1 1.92

2 0.53

3 -0.40

4 0.50

5 -0.53

6 0.08

7 -0.02

8 -2.77

9 2.02

10 -0.15

11 -0.78

12 0.85