YOPSTAR3723 YOPSTAR3723

23-05-2023
Business

contestada

A portfolio has daily expected return of 2% and daily standard deviation of 3.5%. The current value of the portfolio is $100 million. Assume that the 99% confidence level is 2.33.
What is the one day VaR at 99% confidence level?
What is the 10-day VaR at 99% confidence level?

Respuesta :

Otras preguntas

in what way is the modernist element of disillusionment shown in "the love song of j. Alfred Prufrock"?A. Prufrock's imagination is indistinguishable from real

Why is it nessesary to have an independent variable that is changed by the experimenter during an experiment

The idea that latinos tend to approach sitations dramatically and by fully expessing their feelings to others s called

I’m at situations can one generation learn from another

explain how to dividing 2.4 can be divid into 16.4

How many times greater is the value of the 4 in 24, 618 than 15, 473?

What is the purpose of the author's description of Fortunato's clothing? Fortunato's dress is described to indicate the role his bells will have in the ending

Devon pays $39.95 for her gym membership. After that she pays $6.95 for each visit to the gym. What is the greatest number of visits she can afford if the total

Solve 4/5m = -15 show you’re work please ;)

Indian civilization developed in the valleys of the indus river and which other river?