Question: 1 . Determine the LVAR / VAR ratio using the Exogenous Spread Approach for the following: [ mu = 0 ] Bid

1. Determine the LVAR/VAR ratio using the Exogenous Spread Approach for the following: \[\mu=0\] Bid 6.9 Offer 7.1 ospread \(=.005\) Confidence interval 95\% Annual volatility .25 Time =10 day 2. In a Credit Default Swap trade. if I am receiving protection and paving a
1 . Determine the LVAR / VAR ratio using the

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