In fact, the $100 million stock allocation had a total risk budget of $35 million, which is

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In fact, the $100 million stock allocation had a total risk budget of $35 million, which is less than the actual risk. Explain how the allocations could be changed to maintain the target risk budget.

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Value at Risk The New Benchmark for Managing Financial Risk

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Authors: Philippe Jorion

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Question Posted: May 03, 2016 02:23 AM

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In fact, the $100 million stock allocation had a total risk budget of $35 million, which is

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Value at Risk The New Benchmark for Managing Financial Risk

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