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Using the information provided, calculate Value at Risk: Portfolio value = $50,000,000 Expected return on the portfolio = 3% Standard deviation of the expected return
Using the information provided, calculate Value at Risk:
Portfolio value = $50,000,000
Expected return on the portfolio = 3%
Standard deviation of the expected return on the portfolio = 0.75%
VAR 95% = $_____________________
Can you please show step by step how to solve this problem above.
Thank you!
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