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Your portfolio value today is $ 1 0 , 0 0 0 , 0 0 0 . You calculate VaR for the daily return of
Your portfolio value today is $ You calculate VaR for the daily return of the portfolio and found that VaR VaR, The average of VaR for past days is You are in green zone and the capital charge for specific risk is $ Calculate the value of the capital requirement.
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