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The standard deviation of the change in value of a position in a stock per day is $50,000. The 10-day 97.5% VaR is closest to..

The standard deviation of the change in value of a position in a stock per day is $50,000. The 10-day 97.5% VaR is closest to..

A.

$368,405

B.

$309,903

C.

$339,482

D.

$50,000

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