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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
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 53 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.