Question: Problem 5 Intro The current exchange rate between the yen() and the U.S. dollar is $0.0088 per The yen is expected to depreciate by 0.3%

Problem 5 Intro The current exchange rate between the yen() and the U.S. dollar is $0.0088 per The yen is expected to depreciate by 0.3% per day against the dollar and the standard deviation of the of daily percentage changes in the yen against the dollar is 0.11% Part 1 Attempt 1/10 for 10 pts. What is the maximum one-day depreciation of the yen against the dollar with a 95% confidence level (VaR596)? 5+ decimals Submit Part 2 Attempt 1/10 for 10 pts. What is the expected value of the yen if the maximum one-day loss from the previous part occurs (in $ per \)? 4+ decimals Submit Problem 5 Intro The current exchange rate between the yen() and the U.S. dollar is $0.0088 per The yen is expected to depreciate by 0.3% per day against the dollar and the standard deviation of the of daily percentage changes in the yen against the dollar is 0.11% Part 1 Attempt 1/10 for 10 pts. What is the maximum one-day depreciation of the yen against the dollar with a 95% confidence level (VaR596)? 5+ decimals Submit Part 2 Attempt 1/10 for 10 pts. What is the expected value of the yen if the maximum one-day loss from the previous part occurs (in $ per \)? 4+ decimals Submit

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