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
Posted: Tue Jan 18, 2022 12:58 pm
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.