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please give a good answer Use the parametric method with the following information, estimate and interpret the daily dollar value at risk (VaR) at the
please give a good answer
Use the parametric method with the following information, estimate and interpret the daily dollar value at risk (VaR) at the 5% level for the portfolio Portfolio Value $500 Million I Daily Expected Return 0.04% Daily Expected Volatility 1.3% The critical value (Z-score) of 5% tail area 1.65Step by Step Solution
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An Introduction To Financial Markets A Quantitative Approach
Authors: Paolo Brandimarte
1st Edition
1118014774, 9781118014776
