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The 3 0 day 9 9 % VaR for Portfolio loss is $ 1 0 M . Assuming that the daily portfolio losses are independent,

The

30

day

99 %

VaR for Portfolio loss is $

10

.

Assuming that the daily portfolio losses are independent, What is a one day

99 %

Var? What is the quarterly

99 %

VaR?

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