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Your portfolio has a one-day Value at Risk of $55,000 at the 95% level. What is the six- day Value at Risk at the 99% le

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Your portfolio has a one-day Value at Risk of $55,000 at the 95% level. What is the six- day Value at Risk at the 99% le

Posted: Thu May 26, 2022 6:59 am
by answerhappygod
Your Portfolio Has A One Day Value At Risk Of 55 000 At The 95 Level What Is The Six Day Value At Risk At The 99 Le 1
Your Portfolio Has A One Day Value At Risk Of 55 000 At The 95 Level What Is The Six Day Value At Risk At The 99 Le 1 (47.42 KiB) Viewed 18 times
Your portfolio has a one-day Value at Risk of $55,000 at the 95% level. What is the six- day Value at Risk at the 99% level. ? (Round your answer to the nearest dollar) a. $190,244 b. There is insufficient information to answer this question. c. $134,721 d. $77,667
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