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Suppose the expected loss of a portfolio is $3000 per annum and the standard deviation of a portfolio is $500 on a DAILY basis. The

Suppose the expected loss of a portfolio is $3000 per annum and the standard deviation of a portfolio is $500 on a DAILY basis. The 99% ANNUAL VaR of this portfolio is (suppose ther e are 252 business days in a year and normsinv(0.99) -2.326

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