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What is the 9 0 % Daily VaR and ES of an $ 1 million investment in Stock C b) The following shows the historical
What is the Daily VaR and ES of an $ million investment in Stock C
b) The following shows the historical return series of Stock C. Day 10 11 12 13 14 15 Daily Return of Stock C 2.0% 12.0% -7.0% -3.0% 2.0% -3.0% 5.0% 9.0% 28.0% -50.0% 10.0% 6.0% 4.5% 1.0% Day 16 17 18 19 20 21 23 24 25 26 27 28 29 30 Daily Return of Stock C 9.0% 16.0% 7.0% 19.0% 14.0% 11.00/0 6.0% 11.00/0 -3.0% 2.0% 6.5% 3.2%
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