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Suppose the daily changes for a portfolio have the following characteristics: 0.13 10-day VaR, calculated by multiplying the one-day VaR by root square of 10,

Suppose the daily changes for a portfolio have the following characteristics:
0.13
10-day VaR, calculated by multiplying the one-day VaR by root square of 10, in million $s:

2.2
What is a better estimate of the VaR that takes account of autocorrelation?

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