Consider a portfolio consisting of 7500 shares of Microsoft (MSFT) and 50,000 shares of AT&T (T) ?

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Consider a portfolio consisting of 7500 shares of Microsoft (MSFT) and 50,000 shares of AT&T (T) ? The current price of MSFT and T are $220 and $19 respectively. The portfolio has an annual expected return of 10% and a volatility (annual) of 25%.

What is the monthly 99% VaR (in dollar amount) of this portfolio?

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Fundamentals of Financial Management

ISBN: 978-1305635937

Concise 9th Edition

Authors: Eugene F. Brigham

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Posted Date: Feb 16, 2023 05:30 AM

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Consider a portfolio consisting of 7500 shares of Microsoft (MSFT) and 50,000 shares of AT&T (T) ?

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To calculate the monthly 99 Value at Risk VaR of the portfolio we need to follow these steps Calcula... View the full answer

Fundamentals of Financial Management

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