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The DEAR of a bank's trading portfolio has been estimated at $3,000. It is assumed that the daily earnings are independently and normally distribute The
The DEAR of a bank's trading portfolio has been estimated at $3,000. It is assumed that the daily earnings are independently and normally distribute
The 15-day VAR is equal to
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Practical financial management
Authors: William r. Lasher
5th Edition
0324422636, 978-0324422634
