Question: CAN SOMEONE HELP ME WITH THIS PLEASE :) Suppose you have a portfolio worth $10000. Assuming normally distributed portfolio returns, calculate the 5% Dollar VaR
CAN SOMEONE HELP ME WITH THIS PLEASE :)
Suppose you have a portfolio worth $10000. Assuming normally distributed portfolio returns, calculate the 5% Dollar VaR for the portfolio if the expected return is 23% and variance 33%. VaR5% = Rexpected + - 1.64485* o Caclculate the solution to two decimal points of accuracy
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