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Q3: The following table represent the worst losses for ABC company. If number of days in past period is 160 days and the confidence level
Q3: The following table represent the worst losses for ABC company. If number of days in past period is 160 days and the confidence level is 95 percent, what is the historical Var?
Rank Loss 1 230m 2 200m 3 120m 4 79m 5 71m 6 63mStep by Step Solution
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