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QUESTION 6 What is the 3-month VaR of a $10 million portfolio with normally distributed returns at the 5% level? Assume the annual expected
QUESTION 6 What is the 3-month VaR of a $10 million portfolio with normally distributed returns at the 5% level? Assume the annual expected return is 20% and the annual standard deviation is 25%. 1.56 million -1.56 million 2.13 million -2.13 million 3 points Sa
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