1. Suppose that a trading desk has a one-day 95% value-at-risk of $350,000. What is its five-day 95% value-at-risk? Expl

Business, Finance, Economics, Accounting, Operations Management, Computer Science, Electrical Engineering, Mechanical Engineering, Civil Engineering, Chemical Engineering, Algebra, Precalculus, Statistics and Probabilty, Advanced Math, Physics, Chemistry, Biology, Nursing, Psychology, Certifications, Tests, Prep, and more.
Post Reply
answerhappygod
Site Admin
Posts: 899603
Joined: Mon Aug 02, 2021 8:13 am

1. Suppose that a trading desk has a one-day 95% value-at-risk of $350,000. What is its five-day 95% value-at-risk? Expl

Post by answerhappygod »

1 Suppose That A Trading Desk Has A One Day 95 Value At Risk Of 350 000 What Is Its Five Day 95 Value At Risk Expl 1
1 Suppose That A Trading Desk Has A One Day 95 Value At Risk Of 350 000 What Is Its Five Day 95 Value At Risk Expl 1 (33.16 KiB) Viewed 52 times
1. Suppose that a trading desk has a one-day 95% value-at-risk of $350,000. What is its five-day 95% value-at-risk? Explain the assumptions that you make.
Join a community of subject matter experts. Register for FREE to view solutions, replies, and use search function. Request answer by replying!
Top
Post Reply

Return to “Archived Questions & Answers”