Question
You invest $100 at 5% with a standard deviation of 10% What is the 95% VAR noting that the critical one tail Z is 1.65.
You invest $100 at 5% with a standard deviation of 10% What is the 95% VAR noting that the critical one tail Z is 1.65. Pick the correct solution:
A)More than $10
B)Between $0 and $10
C)There is no VAR
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International financial management
Authors: Jeff Madura
13th edition
978-1337099738, 1337099732, 9781337515894, 1337515892, 978-1337587211
