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Question 2 You are a portfolio risk analyst and you've calculated the following VaR for your current portfolio. VaR5% = -2.00% VaR1% = -5.5% You

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Question 2 You are a portfolio risk analyst and you've calculated the following VaR for your current portfolio. VaR5% = -2.00% VaR1% = -5.5% You would be 99.9% confident to conclude to your portfolio manager that the portfolio losses should never be greater than -6.5%. True O False

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