Question: Compute the 1 5 days VaR with the confident level of 9 6 % of a $ 1 5 0 , 0 0 0 portfolio
Compute the days VaR with the confident level of of a $
portfolio with the following information:
a An annual expected return of and standard deviation of
b The portfolio has of expected return of and of expected
returns of quarterly and standard deviation of
by hand please
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