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Question 3 The below is the history of Stock A. You are holding 1,000 shares of stock A. Day Stock Price 40 40.3 39.8 38.2

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Question 3 The below is the history of Stock A. You are holding 1,000 shares of stock A. Day Stock Price 40 40.3 39.8 38.2 DO VOUTAWNY 39.5 37.3 37.3 41.1 ( a ) Find the volatility of Stock A. (b) Using normal approximation, find the 5-day 99% VAR for the current position. (c) Using historical simulation, find the overnight 90% VaR for the current position

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