Question
The value at risk (VaR) of one asset is 100 and the VaR of another is 200. If the correlation between the two assets is
The value at risk (VaR) of one asset is 100 and the VaR of another is 200. If the correlation between the two assets is +1.0, what will be the VaR of the combination of both assets?
Select the correct answer: 1.- 181.50 2.- 300 3.- 260 4.- 200 5.- Other.
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Financial Statements
Authors: Inc. BarCharts
1st Edition
1423223837, 978-1423223832
