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The standard deviation of the change in value of a position in a stock per day is $50,000. The 8-day 99% VaR is closest to..
The standard deviation of the change in value of a position in a stock per day is $50,000. The 8-day 99% VaR is closest to..
| A. | $116,500 | |
| B. | $368,405 | |
| C. | $329,512 | |
| D. | $50,000 |
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Handbook Of Project Finance For Water And Wastewater Systems
Authors: Michael Curley
1st Edition
0873714865, 978-0873714860
