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QUESTION 6 Suppose that a daily change in the value of a portfolio is normal with a mean of zero and a standard deviation of

QUESTION 6 Suppose that a daily change in the value of a portfolio is normal with a mean of zero and a standard deviation of $7 million. What is the five-day 99% VaR? $7.00 million $15.65 million $30.68 million $ 36.41 million

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