The expected annual return for a $10,000,000 portfolio is 9% and the historical standard deviation is 15%. Calculate VAR
Posted: Mon May 02, 2022 9:38 am
The expected annual return for a $10,000,000 portfolio is 9% and
the historical standard deviation is 15%. Calculate VAR at the 1%
and 5% probability and explain what it means in words.
the historical standard deviation is 15%. Calculate VAR at the 1%
and 5% probability and explain what it means in words.