Question
If your portfolio margin requirement is 40%, and the initial margin is 70%. Assume that the portfolio daily return follows a normal distribution with a
If your portfolio margin requirement is 40%, and the initial margin is 70%. Assume that the
portfolio daily return follows a normal distribution with a mean equal to 12% and a standard
deviation equal to 18%, what is the probability that you will receive a margin call in one trading
day?
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The Handbook Of Sentiment Analysis In Finance
Authors: Gautam Mitra, Xiang Yu
1st Edition
1910571571, 978-1910571576
