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Usehistoricalsimulation agproach with 501 days of historical data (up to December 8.2020 ) to calculate Var, for a portfolio on December 9.2020. The portiolio including

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Usehistoricalsimulation agproach with 501 days of historical data (up to December 8.2020 ) to calculate Var, for a portfolio on December 9.2020. The portiolio including the folloy Wehistorical simulation, the one day 998VaR is equal: and the one day 95% VaRis equal If you use the normal dotribution assumption, the one day, 998 VaR is equal and the oneday 959 VaR is equal (all values with two decimal placess xociox)

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