Question
The 30 day 99% VaR for Portfolio loss is $10 M. Assuming that the daily portfolio losses are independent, What is a one day 99%
The 30 day 99% VaR for Portfolio loss is $10 M. Assuming that the daily portfolio losses are independent, What is a one day 99% Var? What is the quarterly 99% VaR? Show some work should be two answers, tytytyty
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Principles Of Finance
Authors: Scott Besley, Eugene F. Brigham
3rd Edition
0324232624, 9780324232622
