Question
You calculated that the average return of your portfolio is 7% and the standard deviation is 17%, what is the value at risk (VaR) at
You calculated that the average return of your portfolio is 7% and the standard deviation is 17%, what is the value at risk (VaR) at 5% for your portfolio?
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Cornerstones Of Financial Accounting
Authors: Bertrand Piccard, Jay Rich, Jeff Jones, Maryanne Mowen, Don Hansen, Nick Jones
1st Edition
0324657730, 9780324657739
