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Patriot Bank holds a $10 million trading position in stocks that reflect the U.S stock market (so beta = 1). Over the last year, the

Patriot Bank holds a $10 million trading position in stocks that reflect the U.S stock market (so beta = 1). Over the last year, the sigma_m of the market was 162 bp. What is the DEAR for this portfolio of stocks using a 99 percent confidence limit

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