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 aCAN 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

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!