Assuming a $10m investment in one stock, compute the 95 and 99 VaR for stocks A and B over 1 day, 10 day, and 20 day horizons Discuss ...

A 95 percent VaR uses Z 1 1645 and the 99 p ...

Assuming a $10m investment in one stock, compute the 95% and 99% VaR for stocks A and

Question:

Assuming a $10m investment in one stock, compute the 95% and 99% VaR for A and B over 1-day, 10-day, and 20-day horizons. Discuss. Stocks
Stocks or shares are generally equity instruments that provide the largest source of raising funds in any public or private listed company's. The instruments are issued on a stock exchange from where a large number of general public who are willing...