Question: Given the following data on four equity indices, consider a portfolio which invests 4 million, 3 million, 1 million and 2 million USD respectively, in

Given the following data on four equity indices, consider a portfolio

Given the following data on four equity indices, consider a portfolio which invests 4 million, 3 million, 1 million and 2 million USD respectively, in the four indices, what are two potential daily loss scenarios for the portfolio? Nikkei 225 DJIA CAC 40 Day 493 11421.99 11059.02 FTSE 100 9673.68 8916.92 8820.21 6142.13 5770.72 5677.14 113.85 110.68 494 495 10609.66 112.17 a. 0.48 and 0.65 million USD b. 0.50 and 0.14 million USD C. 0.51 and 0.19 million USD d. 0.48 and 0.18 million USD

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