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JKL Bank has computed the following 10-day 97.5% ES values for its total asset positions: Included asset risks n1 = 10 days or more n2
JKL Bank has computed the following 10-day 97.5% ES values for its total asset positions: Included asset risks n1 = 10 days or more n2 = 20 days or more n3 = 40 days or more n4 = 60 days or more n5 = 120 days ES 910 570 390 190 80 What is the ES for the total asset position of this financial institution? Note: Your answer must be accurate to within one decimal place. JKL Bank has computed the following 10-day 97.5% ES values for its total asset positions: Included asset risks n1 = 10 days or more n2 = 20 days or more n3 = 40 days or more n4 = 60 days or more n5 = 120 days ES 910 570 390 190 80 What is the ES for the total asset position of this financial institution? Note: Your answer must be accurate to within one decimal place
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