Question: Hello! I need help on this question, could you please show me the calculations too. Thank you very much!!! initial Portfolio A & B are

Hello! I need help on this question, could you please show me the calculations too. Thank you very much!!!

initial Portfolio A & B are created on 16 September 2021 (RISK MANAGEMENT)

Portfolio A

Amazon.com Inc (AMZN)

No. of Shares:64 Basis(Price):$3475.79

Apple Inc. (AAPL)

No. of shares:1191 Basis(Price):$149.03

Portfolio B

Tesla Inc. (TSLA)

No. of Shares:386 Basis(Price):$755.83

Moderna Inc. (MRNA)

No. of Shares:797 Basis(Price):$434.46

NVIDIA Corp. (NVDA)

No. of Shares:699 Basis(Price):$223.41

Microsoft Corp. (MSFT)

No. of Shares:675 Basis(Price):$304.82

Questions:

On Friday, 24 September 2021, use daily stock prices since 1st October 2017 to calculate the VaR. The discussion should include the following points:

1)Calculation and discussion of the five-day 99%-Value at Risk of your portfolio A using model- building approach.

Calculation and discussion of the five-day 99%-Value at Risk of your portfolio B using a historical simulation approach.

2) Discuss the performance of VaR based on your calculation approaches in (a) and (b), VaR results and actual five-day returns (Monday, 27th September 2021 - Friday, 1 October 2021).

Portfolio A & B are my initial portfolio with the number of shares and price bought at stated. Thank you.

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