Question: A. Compute a 1-day Value at Risk for a bond investment portfolio of $10 million in a long position assuming a 95% confidence interval if

A.Compute a 1-day Value at Risk for a bond investment portfolio of $10 million in a long position assuming a 95% confidence interval if the actual daily standard deviation of the portfolio over one year is 3.67%. Using the information above, compute the value at risk of a 1-month (30 days) for the investment holding all factors constant.

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