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Your portfolio has a one-day standard deviation of 0.03% and a face value of $1,000,000. What is the five-day Value at Risk at the 95%
Your portfolio has a one-day standard deviation of 0.03% and a face value of $1,000,000. What is the five-day Value at Risk at the 95% level? (Round your answer to the nearest dollar) a. $495 b. $1...
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