What are 95 and 99 1 , 10 , and 20 dayVaRs for a portfolio that has $4m invested in stock A, $3 5m in stock B, and $2 5m in stock C ...

The portfolio mean is p 163 percent and the standard deviation is p 2865 percen ...

What are 95% and 99% 1-, 10-, and 20-dayVaRs for a portfolio that has $4m invested in

Question:

What are 95% and 99% 1-, 10-, and 20-dayVaRs for a that has $4m invested in stock A, $3.5m in stock B, and $2.5m in stock C? Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...