You currently have $100,000 invested in Oracle. Given a daily standard deviation of 1.16% and a daily
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You currently have $100,000 invested in Oracle. Given a daily standard deviation of 1.16% and a daily mean return of 0.06%, calculate the monthly value at risk at the 99% (z-score 2.326) confidence level.
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Operations Management Managing Global Supply Chains
ISBN: 978-1506302935
1st edition
Authors: Ray R. Venkataraman, Jeffrey K. Pinto
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