A fund manager announces that the fund's 1-month 95% VaR is 6% of the size of the

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A fund manager announces that the fund's 1-month 95% VaR is 6% of the size of the portfolio being managed. You have an investment of

$100,000 in the fund. How do you interpret the portfolio manager's announcement?

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Risk Management And Financial Institutions

ISBN: B008AUN1VW

1st Edition

Authors: John C Hull

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Question Posted: Jul 11, 2024 02:02 AM

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A fund manager announces that the fund's 1-month 95% VaR is 6% of the size of the

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Risk Management And Financial Institutions

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