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The daily return of a portfolio follows a normal distribution with mean 1% and standard deviation of 3%. If you invest $1000 in this
The daily return of a portfolio follows a normal distribution with mean 1% and standard deviation of 3%. If you invest $1000 in this portfolio, what is the VaR number at 95% confidence level? (Z = -1.64) -39.2 -49.2 -16.4 -95
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Financial Theory and Corporate Policy
Authors: Thomas E. Copeland, J. Fred Weston, Kuldeep Shastri
4th edition
321127218, 978-0321179548, 321179544, 978-0321127211
