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Intro There is no expected depreciation of the euro against the U.S. dollar and the standard deviation of the of daily percentage changes in the
Intro There is no expected depreciation of the euro against the U.S. dollar and the standard deviation of the of daily percentage changes in the euro against the dollar is 1.1% Part 1 Attempt 2/10 for 8 pts. What is the maximum one-day depreciation of the euro against the U.S. dollar with a 95% confidence level (VaR5%)? 4+ decimals Submit Intro The current exchange rate between the yen (M) and the U.S. dollar is $0.0092 per . The yen is expected to depreciate by 0.7% per day against the dollar and the standard deviation of the of daily percentage changes in the yen against the dollar is 0.16% Part 1 | Attempt 1/10 for 10 pts. What is the maximum one-day depreciation of the yen against the dollar with a 95% confidence level (VaR5%)? 4+ decimals Submit Part 2 | Attempt 1/10 for 10 pts. What is the expected value of the yen if the maximum one-day loss from the previous part occurs (in $ per y)? 4+ decimals Submit
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