The expected annual return for a $10,000,000 portfolio is 9% and the historical standard deviation is 15%.
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The expected annual return for a $10,000,000 portfolio is 9% and the historical standard deviation is 15%. Calculate VAR at the 1% and 5% probability and explain what it means
Related Book For
Understanding Basic Statistics
ISBN: 9781111827021
6th Edition
Authors: Charles Henry Brase, Corrinne Pellillo Brase
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