A bank has estimated that the expected value of its portfolio in 10 days' time will be

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A bank has estimated that the expected value of its portfolio in 10 days' time will be $\$ 30$ million, with a standard deviation of $\$ 3.29$ million.

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Using a $99 \%$ confidence level, identify the value at risk.

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P2 Advanced Management Accounting

ISBN: 9781839962363

1st Edition

Authors: Kaplan

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Question Posted: Mar 21, 2024 11:00 PM

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A bank has estimated that the expected value of its portfolio in 10 days' time will be

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P2 Advanced Management Accounting

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