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please help me~ Weekly returns for two assets are provided in the file Quiz 1. xIsx. You are required to calculate the probability of (i)
please help me~
Weekly returns for two assets are provided in the file Quiz 1. xIsx. You are required to calculate the probability of (i) Loss, and (ii) Value at Risk (non-parametric method) at 90% for Asset 1 on a weekly basis over the period 23rd September 2016 till 24th September 2021 ( 262 weekly observations). 1.8% and 0.418% 89.1% and 0.587% 45% and 2.681% 40.8% and 0.453% 1.2% and 31.569% Weekly returns for two assets are provided in the file Quiz 1. xIsx. You are required to calculate the probability of (i) Loss, and (ii) Value at Risk (non-parametric method) at 90% for Asset 1 on a weekly basis over the period 23rd September 2016 till 24th September 2021 ( 262 weekly observations). 1.8% and 0.418% 89.1% and 0.587% 45% and 2.681% 40.8% and 0.453% 1.2% and 31.569% Step by Step Solution
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