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Suppose that an investor holds a $10,000 position in an asset whose daily arithmetic returns distribution (measured in percent) is standard normal. Compute the 1-day
Suppose that an investor holds a $10,000 position in an asset whose daily arithmetic returns distribution (measured in percent) is standard normal. Compute the 1-day alpha = 0.05 Value-at-Risk
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The Investors Guidebook To Fixed Income Investments
Authors: Stuart R. Veale
1st Edition
0735205310, 978-0735205314
