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Under historical simulation approach, suppose that we have 600 historical scenarios where t he highest-to-lowest ranked losses are given below. What is the VaR under

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Under historical simulation approach, suppose that we have 600 historical scenarios where t he highest-to-lowest ranked losses are given below. What is the VaR under 99%? Number Scenario Losses 533 $480.00 278 $478.00 13 $450.00 522 $392.00 76 $368.00 237 $327.00 398 $310.00 54 $297.00 26 $286.00 189 $265.00 600 vo AWN

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