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Now you try one: Nvidia ( NVDA ) and Super Micro Computer ( SMCI ) Calculate the 9 9 % , 1 0 - day
Now you try one: Nvidia NVDA and Super Micro Computer SMCI
Calculate the day VaR of $ of each individually
Then calculate the VaR of the combined portfolio, with the Benefit of Diversification, and the Marginal Contribution to VaR
NVDA volatility
SMCI volatility
Correlation NVDA,SMCI
Steps done in excel!!!!
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