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The VaR on a Portfolio with a one-day time horizon is 100 million. What is the VaR using a ten-day horizon? Assuming 250 trading days

The VaR on a Portfolio with a one-day time horizon is 100 million. What is the VaR using a ten-day horizon?
Assuming 250 trading days in a year, how many back-testing exceptions or
VaR events should you expect with 90% confidence interval?

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