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Question 13 Assume the dollar market value of an FI's position is $600,000 and the calculated price volatility is 1.47%. Rounded to two decimal places,

Question 13

Assume the dollar market value of an FI's position is $600,000 and the calculated price volatility is 1.47%. Rounded to two decimal places, the VAR of the position, if the FI is required to hold the position for 7 days, is $____________.

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