# Estimate the 5 - day 9 9 % VaR for the portfolio assuming that its annual volatility

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## Question:

Estimate the $5-$day $99\%$ VaR for the portfolio assuming that its annual volatility calculated on the basis of weekly returns from the most recent $1-$year time window is $31\mathrm{.}75\%.$

**Related Book For**

## College Algebra With Modeling And Visualization

ISBN: 9780134418049

6th Edition

Authors: Gary Rockswold