Question: Need calculator friendly solution for the below: Consider $10m invested in a stock. The annual volatility of the rate of return is 25%. Assuming that

Need calculator friendly solution for the below:

Consider $10m invested in a stock. The annual volatility of the rate of return is 25%. Assuming that the return is IID and normally distributed with =0.

What is the 99% 1-day VAR?

What is the 95% 1-day VAR?

What is the 95% one-week VAR?

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