$70 A managed superannuation fund has an equities portfolio with a current market value of million....
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$70 A managed superannuation fund has an equities portfolio with a current market value of million. The portfolio's standard deviation has been estimated at 2.25%. Based on a 99% confidence level: C a. What is the daily Earnings-at-risk for this portfolio? b. What is the 5-day Value (earnings) at Risk? $70 A managed superannuation fund has an equities portfolio with a current market value of million. The portfolio's standard deviation has been estimated at 2.25%. Based on a 99% confidence level: C a. What is the daily Earnings-at-risk for this portfolio? b. What is the 5-day Value (earnings) at Risk?
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To calculate the daily Earningsatrisk EAR for the portfolio we need to determine the value at risk V... View the full answer
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