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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 $ 10,000,000. You calculate VaR for the daily return of the portfolio and found that 99% VaR = VaR, 1%0.015. The average of VaR for past 60 days is 0.010 You are in green zone and the capital charge for specific risk is $10,000. Calculate the value of the capital requirement.

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