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Please show how to find 99% VAR & 95% VAR. I know the answers but I do not know how to get it on my
Please show how to find 99% VAR & 95% VAR.
I know the answers but I do not know how to get it on my own. ANSWERS: (99% VAR = 4,000) (95% VAR = 2,000)
A portfolio of investments assets of $100,000 What is: 99% VAR 95% VAR 250 historical daily returns Daily Retun # of Days 5% 1 4% 3 3% 10 2% 50 1% & -1% 170 -2% 10 -3% -4% 2 -5% 1 NWStep by Step Solution
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